-34.5%
UPS vs SN
+490.7%
-525.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -1.0% |
| 7D | -2.9% | -9.3% | +6.4% | -1.4% |
| 30D | -3.5% | -4.8% | +1.3% | -2.8% |
| 3M | -5.7% | +40.4% | -46.1% | -11.2% |
| 6M | -4.4% | +50.9% | -55.3% | -11.4% |
| YTD | +8.0% | +54.9% | -46.9% | -0.5% |
| 1Y | +29.0% | +43.0% | -14.0% | +19.9% |
| 3Y | -27.7% | +391.8% | -419.5% | -41.8% |
| All | -34.5% | +490.7% | -525.2% | -47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling