+36.4%
UPS vs SPYG
+424.6%
-388.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.2% |
| 7D | -2.0% | -0.9% | -1.1% | -1.4% |
| 30D | -2.0% | -1.5% | -0.4% | -1.0% |
| 3M | -6.2% | +3.7% | -10.0% | -8.7% |
| 6M | +2.8% | +16.4% | -13.6% | -7.4% |
| YTD | +5.9% | +13.3% | -7.4% | -3.2% |
| 1Y | +26.2% | +17.9% | +8.4% | +12.1% |
| 3Y | -26.0% | +98.3% | -124.3% | -55.8% |
| 5Y | -34.3% | +86.4% | -120.7% | -59.5% |
| All | +36.4% | +424.6% | -388.2% | -63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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