-36.5%
UPS vs SN
+476.8%
-513.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.1% | -0.7% |
| 7D | -3.7% | -3.4% | -0.3% | -3.1% |
| 30D | -3.7% | -9.1% | +5.3% | -2.3% |
| 3M | -6.6% | +31.8% | -38.3% | -11.1% |
| 6M | +2.6% | +52.0% | -49.5% | -5.1% |
| YTD | +4.8% | +51.3% | -46.5% | -3.1% |
| 1Y | +25.3% | +46.9% | -21.6% | +16.0% |
| 3Y | -26.9% | +394.9% | -421.8% | -40.9% |
| All | -36.5% | +476.8% | -513.3% | -48.5% |
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