+43.3%
UPS vs SPY
+308.5%
-265.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.5% |
| 7D | -0.6% | +3.3% | -3.9% | -3.3% |
| 30D | +16.4% | -2.7% | +19.1% | +19.1% |
| 3M | +7.9% | -1.7% | +9.7% | +9.3% |
| 6M | +15.8% | +3.1% | +12.8% | +12.6% |
| YTD | +16.6% | +11.9% | +4.7% | +5.6% |
| 1Y | +22.3% | +12.0% | +10.3% | +10.7% |
| 3Y | -6.2% | +78.2% | -84.4% | -44.0% |
| 5Y | -34.4% | +73.2% | -107.7% | -59.9% |
| All | +43.3% | +308.5% | -265.2% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling