+252.9%
UPS vs SUI
+1,622.2%
-1,369.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.9% |
| 3M | +7.9% | +0.2% | +7.7% | +7.7% |
| 6M | +15.8% | -4.2% | +20.0% | +16.8% |
| YTD | +16.6% | -2.5% | +19.1% | +16.9% |
| 1Y | +22.3% | -4.0% | +26.3% | +23.2% |
| 3Y | -6.2% | +16.5% | -22.7% | -12.1% |
| 5Y | -34.4% | -27.2% | -7.2% | -29.9% |
| 10Y | +41.7% | +119.6% | -77.9% | +4.3% |
| All | +252.9% | +1,622.2% | -1,369.3% | +22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling