+221.2%
UPS vs SYY
+703.4%
-482.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -2.1% | -2.8% | +0.6% | -1.3% |
| 30D | -2.3% | -5.3% | +3.0% | -0.8% |
| 3M | -5.2% | +5.1% | -10.3% | -6.7% |
| 6M | +1.4% | -5.0% | +6.4% | +2.2% |
| YTD | +6.1% | +10.7% | -4.6% | +2.0% |
| 1Y | +27.0% | +0.7% | +26.3% | +25.3% |
| 3Y | -25.9% | +24.0% | -50.0% | -31.9% |
| 5Y | -34.6% | +19.3% | -53.9% | -39.5% |
| 10Y | +36.2% | +96.4% | -60.2% | +0.9% |
| All | +221.2% | +703.4% | -482.2% | +43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling