+246.2%
UPS vs SO
+1,928.9%
-1,682.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.1% |
| 7D | 0.0% | -1.5% | +1.5% | +0.5% |
| 30D | +17.3% | +8.1% | +9.3% | +14.4% |
| 3M | +6.6% | +0.2% | +6.4% | +6.4% |
| 6M | +12.0% | +0.4% | +11.6% | +11.5% |
| YTD | +14.4% | +8.5% | +5.9% | +10.8% |
| 1Y | +23.3% | +4.9% | +18.4% | +20.7% |
| 3Y | -9.6% | +47.9% | -57.5% | -22.1% |
| 5Y | -34.1% | +75.7% | -109.8% | -46.9% |
| 10Y | +49.5% | +178.0% | -128.5% | +0.8% |
| All | +246.2% | +1,928.9% | -1,682.7% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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