+227.0%
UPS vs SPG
+3,260.5%
-3,033.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -2.9% | -2.4% | -0.5% | -2.3% |
| 30D | -3.5% | -6.8% | +3.3% | -1.7% |
| 3M | -5.7% | +2.7% | -8.4% | -6.4% |
| 6M | -4.4% | +5.5% | -9.8% | -5.8% |
| YTD | +8.0% | +15.7% | -7.7% | +3.9% |
| 1Y | +29.0% | +20.9% | +8.2% | +22.6% |
| 3Y | -27.7% | +112.4% | -140.1% | -40.6% |
| 5Y | -34.3% | +101.4% | -135.7% | -45.8% |
| 10Y | +37.8% | +60.6% | -22.9% | +11.2% |
| All | +227.0% | +3,260.5% | -3,033.5% | +3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling