+221.2%
UPS vs XEL
+990.0%
-768.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.1% |
| 7D | -2.1% | +1.3% | -3.4% | -2.4% |
| 30D | -2.3% | -1.5% | -0.8% | -2.0% |
| 3M | -5.2% | -0.2% | -5.0% | -5.2% |
| 6M | +1.4% | -5.4% | +6.8% | +2.6% |
| YTD | +6.1% | +5.6% | +0.5% | +4.5% |
| 1Y | +27.0% | +10.5% | +16.5% | +23.5% |
| 3Y | -25.9% | +49.2% | -75.1% | -33.6% |
| 5Y | -34.6% | +30.1% | -64.7% | -39.7% |
| 10Y | +36.2% | +146.7% | -110.5% | +8.2% |
| All | +221.2% | +990.0% | -768.8% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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