+36.4%
UPS vs SYY
+116.5%
-80.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | 0.0% |
| 7D | -2.0% | +3.9% | -5.9% | -2.9% |
| 30D | -2.0% | -1.7% | -0.2% | -1.6% |
| 3M | -6.2% | +5.2% | -11.4% | -7.5% |
| 6M | +2.8% | -0.2% | +3.0% | +2.2% |
| YTD | +5.9% | +15.4% | -9.5% | +1.3% |
| 1Y | +26.2% | +5.6% | +20.7% | +23.3% |
| 3Y | -26.0% | +28.9% | -54.9% | -31.8% |
| 5Y | -34.3% | +24.1% | -58.3% | -39.0% |
| All | +36.4% | +116.5% | -80.1% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 10y: compounded portfolio wealth divided by compounded SYY 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…
10y analysis · Full analysis span regression · 6 months rolling