-34.5%
UPS vs SRE
+46.9%
-81.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +1.9% | +1.1% |
| 7D | -3.4% | -0.7% | -2.7% | -3.2% |
| 30D | -2.7% | -1.7% | -1.0% | -2.4% |
| 3M | -1.6% | -7.1% | +5.4% | +0.4% |
| 6M | +2.3% | -8.4% | +10.7% | +4.7% |
| YTD | +5.6% | -3.5% | +9.1% | +6.2% |
| 1Y | +27.1% | +5.4% | +21.7% | +24.1% |
| 3Y | -26.3% | +29.5% | -55.8% | -35.9% |
| 5Y | -34.5% | +48.3% | -82.8% | -45.5% |
| All | -34.5% | +46.9% | -81.4% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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