+36.0%
UPS vs XLB
+162.9%
-126.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.6% |
| 7D | -3.4% | -3.5% | +0.1% | -0.9% |
| 30D | -2.7% | -4.7% | +1.9% | +0.5% |
| 3M | -1.6% | +2.7% | -4.4% | -3.7% |
| 6M | +2.3% | +2.6% | -0.3% | +0.3% |
| YTD | +5.6% | +12.8% | -7.3% | -3.3% |
| 1Y | +27.1% | +14.0% | +13.1% | +15.4% |
| 3Y | -26.3% | +31.5% | -57.8% | -39.5% |
| 5Y | -34.5% | +33.4% | -67.9% | -46.9% |
| All | +36.0% | +162.9% | -126.9% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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