-35.7%
UPS vs SN
+496.6%
-532.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -1.9% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | -2.3% | -5.6% | +3.3% | -1.5% |
| 3M | -5.2% | +48.1% | -53.3% | -11.6% |
| 6M | +1.4% | +57.6% | -56.2% | -6.7% |
| YTD | +6.1% | +56.5% | -50.4% | -2.5% |
| 1Y | +27.0% | +52.6% | -25.6% | +16.8% |
| 3Y | -25.9% | +412.0% | -437.9% | -40.5% |
| All | -35.7% | +496.6% | -532.3% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling