-30.7%
UPS vs SN
+659.6%
-690.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.7% | -5.1% | -2.9% |
| 7D | 0.0% | +7.2% | -7.1% | -1.1% |
| 30D | +17.3% | +20.4% | -3.0% | +13.8% |
| 3M | +6.6% | +23.9% | -17.3% | +2.8% |
| 6M | +12.0% | +93.0% | -81.0% | -0.1% |
| YTD | +14.4% | +99.2% | -84.9% | +1.0% |
| 1Y | +23.3% | +142.6% | -119.3% | +5.4% |
| 3Y | -9.6% | +398.8% | -408.4% | -29.7% |
| All | -30.7% | +659.6% | -690.2% | -46.3% |
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 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