+227.0%
UPS vs SPY
+804.3%
-577.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.9% |
| 7D | -2.9% | +0.1% | -3.0% | -3.0% |
| 30D | -3.5% | +0.1% | -3.6% | -3.5% |
| 3M | -5.7% | +2.0% | -7.7% | -7.1% |
| 6M | -4.4% | +13.0% | -17.4% | -12.8% |
| YTD | +8.0% | +13.5% | -5.5% | -1.9% |
| 1Y | +29.0% | +20.0% | +9.1% | +12.3% |
| 3Y | -27.7% | +77.2% | -104.9% | -53.5% |
| 5Y | -34.3% | +81.9% | -116.2% | -58.5% |
| 10Y | +37.8% | +314.1% | -276.3% | -52.5% |
| All | +227.0% | +804.3% | -577.3% | -31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling