-32.7%
UPS vs SUI
-26.4%
-6.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.5% |
| 7D | +3.8% | -1.5% | +5.3% | +4.3% |
| 30D | +17.4% | +3.7% | +13.6% | +15.6% |
| 3M | +8.2% | -0.4% | +8.6% | +8.1% |
| 6M | +17.9% | -2.8% | +20.7% | +18.4% |
| YTD | +18.7% | -1.6% | +20.3% | +18.6% |
| 1Y | +24.8% | -2.1% | +26.9% | +24.8% |
| 3Y | -4.5% | +18.5% | -23.0% | -12.8% |
| All | -32.7% | -26.4% | -6.3% | -25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling