-33.5%
UPS vs XLB
+30.8%
-64.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +1.7% | +0.5% | +1.2% | +1.4% |
| 30D | +17.4% | +6.9% | +10.5% | +11.4% |
| 3M | +7.7% | -0.2% | +7.9% | +7.9% |
| 6M | +13.8% | +3.3% | +10.5% | +10.6% |
| YTD | +17.3% | +18.0% | -0.8% | +2.3% |
| 1Y | +27.2% | +24.2% | +3.0% | +6.4% |
| 3Y | -5.6% | +44.7% | -50.4% | -30.4% |
| 5Y | -33.5% | +31.6% | -65.1% | -47.2% |
| All | -33.5% | +30.8% | -64.3% | -47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling