-4.5%
UPS vs SN
+440.0%
-444.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.0% | +1.3% |
| 7D | +3.8% | +1.5% | +2.2% | +3.5% |
| 30D | +17.4% | +21.5% | -4.2% | +13.0% |
| 3M | +8.2% | +20.0% | -11.8% | +4.2% |
| 6M | +17.9% | +119.9% | -102.0% | 0.0% |
| YTD | +18.7% | +102.3% | -83.6% | +1.7% |
| 1Y | +24.8% | +148.0% | -123.2% | +2.5% |
| 3Y | -4.5% | +450.0% | -454.5% | -37.3% |
| All | -4.5% | +440.0% | -444.5% | -37.3% |
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