+227.0%
UPS vs SUI
+1,634.4%
-1,407.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.1% |
| 7D | -2.9% | -2.8% | -0.1% | -2.0% |
| 30D | -3.5% | -1.2% | -2.3% | -3.2% |
| 3M | -5.7% | -1.7% | -4.0% | -5.4% |
| 6M | -4.4% | -10.5% | +6.1% | -1.3% |
| YTD | +8.0% | -1.8% | +9.9% | +8.2% |
| 1Y | +29.0% | -4.1% | +33.1% | +30.0% |
| 3Y | -27.7% | +11.3% | -39.0% | -31.4% |
| 5Y | -34.3% | -32.1% | -2.2% | -28.3% |
| 10Y | +37.8% | +110.4% | -72.7% | +2.8% |
| All | +227.0% | +1,634.4% | -1,407.4% | +13.3% |
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 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