+276.7%
UPS vs SPYG
+559.2%
-282.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.0% |
| 7D | -3.7% | +0.3% | -4.0% | -3.9% |
| 30D | -3.7% | -1.7% | -2.1% | -2.8% |
| 3M | -6.6% | +3.6% | -10.2% | -8.7% |
| 6M | +2.6% | +16.6% | -14.0% | -6.7% |
| YTD | +4.8% | +13.4% | -8.6% | -3.4% |
| 1Y | +25.3% | +19.6% | +5.7% | +11.6% |
| 3Y | -26.9% | +99.8% | -126.6% | -53.3% |
| 5Y | -33.5% | +85.0% | -118.5% | -55.9% |
| 10Y | +36.1% | +422.1% | -386.0% | -51.4% |
| All | +276.7% | +559.2% | -282.4% | -7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling