-9.6%
UPS vs SN
+397.9%
-407.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.7% | -5.1% | -3.0% |
| 7D | 0.0% | +7.2% | -7.1% | -1.3% |
| 30D | +17.3% | +20.4% | -3.0% | +13.2% |
| 3M | +6.6% | +23.9% | -17.3% | +2.0% |
| 6M | +12.0% | +93.0% | -81.0% | -2.5% |
| YTD | +14.4% | +99.2% | -84.9% | -1.7% |
| 1Y | +23.3% | +142.6% | -119.3% | +1.7% |
| 3Y | -9.6% | +398.8% | -408.4% | -39.5% |
| All | -9.6% | +397.9% | -407.6% | -39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling