-34.5%
UPS vs SPMO
+145.0%
-179.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.7% |
| 7D | -3.4% | +0.1% | -3.5% | -3.5% |
| 30D | -2.7% | -0.7% | -2.1% | -2.5% |
| 3M | -1.6% | +2.8% | -4.5% | -4.2% |
| 6M | +2.3% | +24.4% | -22.1% | -11.0% |
| YTD | +5.6% | +24.2% | -18.6% | -8.2% |
| 1Y | +27.1% | +24.5% | +2.6% | +10.1% |
| 3Y | -26.3% | +155.6% | -181.9% | -63.2% |
| 5Y | -34.5% | +148.2% | -182.7% | -66.9% |
| All | -34.5% | +145.0% | -179.4% | -66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling