+227.0%
UPS vs SNPS
+1,107.2%
-880.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.4% | +4.2% | 0.0% |
| 7D | -2.9% | -11.0% | +8.1% | -0.4% |
| 30D | -3.5% | -1.7% | -1.8% | -3.5% |
| 3M | -5.7% | -20.4% | +14.6% | -1.6% |
| 6M | -4.4% | -8.6% | +4.2% | -3.7% |
| YTD | +8.0% | -16.2% | +24.2% | +10.3% |
| 1Y | +29.0% | -34.6% | +63.6% | +35.1% |
| 3Y | -27.7% | -14.5% | -13.2% | -31.4% |
| 5Y | -34.3% | +17.0% | -51.3% | -43.4% |
| 10Y | +37.8% | +560.0% | -522.2% | -21.7% |
| All | +227.0% | +1,107.2% | -880.2% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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