+46.3%
UPS vs SPMO
+575.8%
-529.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.1% |
| 7D | -2.1% | +3.4% | -5.5% | -4.0% |
| 30D | -2.3% | +0.5% | -2.8% | -2.7% |
| 3M | -5.2% | +1.9% | -7.1% | -7.2% |
| 6M | +1.4% | +27.8% | -26.4% | -13.8% |
| YTD | +6.1% | +26.7% | -20.5% | -9.5% |
| 1Y | +27.0% | +28.9% | -1.9% | +6.8% |
| 3Y | -25.9% | +160.7% | -186.6% | -61.7% |
| 5Y | -34.6% | +150.2% | -184.8% | -65.4% |
| 10Y | +36.2% | +517.5% | -481.4% | -53.7% |
| All | +46.3% | +575.8% | -529.5% | -50.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling