+217.2%
UPS vs SU
+2,596.5%
-2,379.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -2.9% | -1.5% |
| 7D | -3.7% | +1.6% | -5.2% | -3.9% |
| 30D | -3.7% | +10.7% | -14.5% | -5.4% |
| 3M | -6.6% | +13.5% | -20.1% | -8.7% |
| 6M | +2.6% | +21.8% | -19.3% | -1.4% |
| YTD | +4.8% | +58.8% | -54.1% | -3.8% |
| 1Y | +25.3% | +72.0% | -46.8% | +13.3% |
| 3Y | -26.9% | +121.7% | -148.6% | -37.2% |
| 5Y | -33.5% | +350.4% | -383.9% | -50.2% |
| 10Y | +36.1% | +264.7% | -228.6% | +0.3% |
| All | +217.2% | +2,596.5% | -2,379.3% | +85.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling