+36.4%
UPS vs SU
+267.2%
-230.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.3% |
| 7D | -2.0% | +2.2% | -4.2% | -2.3% |
| 30D | -2.0% | +8.4% | -10.4% | -3.2% |
| 3M | -6.2% | +12.1% | -18.3% | -8.1% |
| 6M | +2.8% | +19.7% | -16.9% | -0.7% |
| YTD | +5.9% | +58.4% | -52.5% | -2.5% |
| 1Y | +26.2% | +67.2% | -41.0% | +15.1% |
| 3Y | -26.0% | +125.0% | -151.0% | -36.3% |
| 5Y | -34.3% | +355.1% | -389.3% | -49.7% |
| All | +36.4% | +267.2% | -230.8% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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