+259.3%
UPS vs SRE
+1,940.7%
-1,681.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.6% |
| 7D | +3.8% | +1.8% | +2.0% | +3.2% |
| 30D | +17.4% | -3.0% | +20.3% | +18.4% |
| 3M | +8.2% | -7.3% | +15.5% | +10.5% |
| 6M | +17.9% | -11.9% | +29.8% | +22.2% |
| YTD | +18.7% | -7.9% | +26.6% | +21.0% |
| 1Y | +24.8% | -11.1% | +36.0% | +28.7% |
| 3Y | -4.5% | +24.8% | -29.3% | -13.3% |
| 5Y | -33.2% | +52.4% | -85.6% | -43.4% |
| 10Y | +44.2% | +127.9% | -83.6% | +4.3% |
| All | +259.3% | +1,940.7% | -1,681.4% | +71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling