-32.7%
UPS vs SYY
+15.0%
-47.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.4% |
| 7D | +3.8% | +0.3% | +3.5% | +3.7% |
| 30D | +17.4% | -4.8% | +22.1% | +19.0% |
| 3M | +8.2% | -7.1% | +15.3% | +10.5% |
| 6M | +17.9% | +6.8% | +11.1% | +14.3% |
| YTD | +18.7% | +7.7% | +11.0% | +13.1% |
| 1Y | +24.8% | +5.7% | +19.1% | +19.8% |
| 3Y | -4.5% | +24.6% | -29.1% | -17.0% |
| All | -32.7% | +15.0% | -47.7% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling