-34.6%
UPS vs SPG
+106.4%
-140.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -2.9% | -2.3% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | -2.3% | -4.9% | +2.6% | 0.0% |
| 3M | -5.2% | +3.3% | -8.5% | -6.9% |
| 6M | +1.4% | +11.2% | -9.8% | -4.0% |
| YTD | +6.1% | +17.1% | -10.9% | -2.1% |
| 1Y | +27.0% | +21.6% | +5.4% | +14.8% |
| 3Y | -25.9% | +111.9% | -137.8% | -49.5% |
| 5Y | -34.6% | +106.9% | -141.5% | -54.8% |
| All | -34.6% | +106.4% | -140.9% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 5y: compounded portfolio wealth divided by compounded SPG 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…
5y analysis · Full analysis span regression · 6 months rolling