+36.4%
UPS vs SMTC
+548.2%
-511.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.8% | -0.4% |
| 7D | -2.0% | +13.1% | -15.0% | -3.8% |
| 30D | -2.0% | +19.5% | -21.4% | -5.1% |
| 3M | -6.2% | +2.2% | -8.5% | -8.2% |
| 6M | +2.8% | +94.9% | -92.1% | -9.8% |
| YTD | +5.9% | +127.0% | -121.1% | -9.6% |
| 1Y | +26.2% | +174.6% | -148.3% | +3.6% |
| 3Y | -26.0% | +615.9% | -641.9% | -55.8% |
| 5Y | -34.3% | +125.6% | -159.9% | -50.1% |
| All | +36.4% | +548.2% | -511.8% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SMTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling