-6.3%
UPS vs SUI
+17.1%
-23.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | -0.6% | -3.8% | +3.2% | +0.6% |
| 30D | +16.4% | +3.9% | +12.5% | +14.8% |
| 3M | +7.9% | +0.2% | +7.7% | +7.6% |
| 6M | +15.8% | -4.2% | +20.0% | +16.7% |
| YTD | +16.6% | -2.5% | +19.1% | +16.7% |
| 1Y | +22.3% | -4.0% | +26.3% | +23.1% |
| All | -6.3% | +17.1% | -23.3% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 3y: compounded portfolio wealth divided by compounded SUI 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…
3y analysis · Full analysis span regression · 6 months rolling