+244.6%
UPS vs SNY
+241.9%
+2.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -2.0% | -3.3% | +1.4% | -1.0% |
| 30D | -2.0% | -2.2% | +0.2% | -1.3% |
| 3M | -6.2% | -3.0% | -3.2% | -5.6% |
| 6M | +2.8% | +2.7% | 0.0% | +1.6% |
| YTD | +5.9% | -6.8% | +12.7% | +7.8% |
| 1Y | +26.2% | -5.3% | +31.5% | +27.6% |
| 3Y | -26.0% | -9.8% | -16.2% | -25.8% |
| 5Y | -34.3% | +9.7% | -43.9% | -39.2% |
| 10Y | +37.5% | +64.5% | -27.0% | +8.7% |
| All | +244.6% | +241.9% | +2.6% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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