+227.0%
UPS vs SMTC
+557.3%
-330.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +9.2% | -10.4% | -2.5% |
| 7D | -2.9% | +12.7% | -15.6% | -4.6% |
| 30D | -3.5% | +22.0% | -25.5% | -7.0% |
| 3M | -5.7% | -12.7% | +7.0% | -5.6% |
| 6M | -4.4% | +64.8% | -69.1% | -13.6% |
| YTD | +8.0% | +100.7% | -92.7% | -5.5% |
| 1Y | +29.0% | +146.9% | -117.9% | +8.6% |
| 3Y | -27.7% | +456.8% | -484.5% | -51.4% |
| 5Y | -34.3% | +89.2% | -123.6% | -49.0% |
| 10Y | +37.8% | +426.9% | -389.1% | -12.6% |
| All | +227.0% | +557.3% | -330.3% | +52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling