+44.3%
UPS vs SPY
+311.8%
-267.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | -0.1% | +0.1% |
| 7D | -1.6% | -0.9% | -0.7% | -0.9% |
| 30D | +17.9% | -2.4% | +20.3% | +20.2% |
| 3M | +9.4% | -1.2% | +10.5% | +10.3% |
| 6M | +16.2% | +3.3% | +12.9% | +12.7% |
| YTD | +18.8% | +12.3% | +6.5% | +7.3% |
| 1Y | +26.1% | +12.4% | +13.7% | +13.7% |
| 3Y | -4.5% | +78.8% | -83.3% | -43.1% |
| 5Y | -33.2% | +75.2% | -108.4% | -59.6% |
| 10Y | +44.3% | +311.1% | -266.8% | -60.5% |
| All | +44.3% | +311.8% | -267.4% | -60.5% |
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