-28.9%
UPS vs SN
+671.7%
-700.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.3% |
| 7D | +1.7% | +7.6% | -5.8% | +0.5% |
| 30D | +17.4% | +22.4% | -5.0% | +13.6% |
| 3M | +7.7% | +21.7% | -13.9% | +4.2% |
| 6M | +13.8% | +102.8% | -89.0% | +0.7% |
| YTD | +17.3% | +102.4% | -85.1% | +3.2% |
| 1Y | +27.2% | +139.0% | -111.8% | +8.9% |
| 3Y | -5.6% | +440.4% | -446.0% | -27.0% |
| All | -28.9% | +671.7% | -700.6% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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