-33.5%
UPS vs SMTC
+116.8%
-150.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.3% |
| 7D | -3.7% | +22.5% | -26.2% | -5.6% |
| 30D | -3.7% | +24.9% | -28.6% | -6.1% |
| 3M | -6.6% | +4.1% | -10.6% | -7.9% |
| 6M | +2.6% | +92.6% | -90.0% | -5.6% |
| YTD | +4.8% | +122.5% | -117.7% | -5.1% |
| 1Y | +25.3% | +166.2% | -140.9% | +10.8% |
| 3Y | -26.9% | +577.2% | -604.0% | -48.2% |
| 5Y | -33.5% | +119.0% | -152.5% | -40.1% |
| All | -33.5% | +116.8% | -150.3% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling