+36.1%
UPS vs SPY
+312.5%
-276.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.9% |
| 7D | -3.7% | -0.4% | -3.3% | -3.4% |
| 30D | -3.7% | -1.4% | -2.4% | -2.6% |
| 3M | -6.6% | +3.7% | -10.3% | -9.4% |
| 6M | +2.6% | +13.0% | -10.4% | -7.6% |
| YTD | +4.8% | +12.4% | -7.6% | -5.2% |
| 1Y | +25.3% | +18.5% | +6.7% | +8.1% |
| 3Y | -26.9% | +77.6% | -104.5% | -56.1% |
| 5Y | -33.5% | +81.7% | -115.2% | -60.9% |
| 10Y | +36.1% | +319.7% | -283.6% | -62.7% |
| All | +36.1% | +312.5% | -276.4% | -62.7% |
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