+27.1%
UPS vs XLB
+14.3%
+12.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +0.6% |
| 3M | -1.6% | +2.7% | -4.4% | -3.9% |
| 6M | +2.3% | +2.6% | -0.3% | 0.0% |
| YTD | +5.6% | +12.8% | -7.3% | -2.9% |
| 1Y | +27.1% | +14.0% | +13.1% | +15.0% |
| All | +27.1% | +14.3% | +12.8% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling