-32.7%
UPS vs SRE
+51.3%
-84.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.6% |
| 7D | +3.8% | +1.8% | +2.0% | +3.3% |
| 30D | +17.4% | -3.0% | +20.3% | +18.3% |
| 3M | +8.2% | -7.3% | +15.5% | +10.4% |
| 6M | +17.9% | -11.9% | +29.8% | +22.1% |
| YTD | +18.7% | -7.9% | +26.6% | +20.9% |
| 1Y | +24.8% | -11.1% | +36.0% | +28.6% |
| 3Y | -4.5% | +24.8% | -29.3% | -16.5% |
| All | -32.7% | +51.3% | -84.0% | -46.2% |
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