+277.8%
UPS vs SPXU
-100.0%
+377.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.4% | -0.8% |
| 7D | -2.9% | -0.1% | -2.8% | -2.9% |
| 30D | -3.5% | +0.8% | -4.3% | -3.2% |
| 3M | -5.7% | -4.7% | -1.0% | -6.3% |
| 6M | -4.4% | -29.6% | +25.2% | -12.0% |
| YTD | +8.0% | -29.9% | +37.9% | -0.4% |
| 1Y | +29.0% | -39.1% | +68.1% | +14.9% |
| 3Y | -27.7% | -80.0% | +52.3% | -49.4% |
| 5Y | -34.3% | -86.0% | +51.7% | -52.8% |
| 10Y | +37.8% | -99.5% | +137.3% | -49.4% |
| All | +277.8% | -100.0% | +377.8% | -46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling