-32.7%
UPS vs SPXU
-83.3%
+50.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +2.2% |
| 7D | +3.8% | -7.6% | +11.4% | +1.6% |
| 30D | +17.4% | +5.3% | +12.0% | +19.7% |
| 3M | +8.2% | +9.6% | -1.4% | +11.8% |
| 6M | +17.9% | -4.5% | +22.5% | +18.1% |
| YTD | +18.7% | -25.9% | +44.6% | +11.8% |
| 1Y | +24.8% | -28.9% | +53.7% | +16.4% |
| 3Y | -4.5% | -80.5% | +75.9% | -34.8% |
| All | -32.7% | -83.3% | +50.6% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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