-34.6%
UPS vs SPY
+81.8%
-116.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.3% |
| 7D | -2.1% | +0.5% | -2.7% | -2.6% |
| 30D | -2.3% | -0.9% | -1.4% | -1.5% |
| 3M | -5.2% | +3.9% | -9.1% | -8.2% |
| 6M | +1.4% | +14.5% | -13.1% | -9.5% |
| YTD | +6.1% | +12.9% | -6.8% | -4.3% |
| 1Y | +27.0% | +19.4% | +7.6% | +9.1% |
| 3Y | -25.9% | +78.5% | -104.4% | -56.1% |
| 5Y | -34.6% | +81.8% | -116.3% | -62.5% |
| All | -34.6% | +81.8% | -116.3% | -62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling