+30.6%
UPS vs SPMO
+11.0%
+19.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.8% | +5.6% | +4.9% |
| 7D | +8.2% | -8.9% | +17.1% | +10.2% |
| 30D | +22.7% | -13.8% | +36.5% | +26.5% |
| 3M | +6.4% | -12.5% | +19.0% | +9.2% |
| 6M | +22.6% | -1.5% | +24.1% | +19.7% |
| YTD | +20.7% | +11.3% | +9.4% | +12.8% |
| 1Y | +30.6% | +11.5% | +19.2% | +22.3% |
| All | +30.6% | +11.0% | +19.7% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 1y: compounded portfolio wealth divided by compounded SPMO 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…
1y analysis · Full analysis span regression · 6 months rolling