-34.6%
UPS vs XLB
+35.6%
-70.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.0% |
| 7D | -2.1% | -0.2% | -1.9% | -1.9% |
| 30D | -2.3% | -1.7% | -0.6% | -1.0% |
| 3M | -5.2% | +4.4% | -9.6% | -8.6% |
| 6M | +1.4% | +5.0% | -3.6% | -2.8% |
| YTD | +6.1% | +15.5% | -9.4% | -5.8% |
| 1Y | +27.0% | +14.9% | +12.1% | +13.0% |
| 3Y | -25.9% | +34.5% | -60.5% | -42.1% |
| 5Y | -34.6% | +36.5% | -71.1% | -49.7% |
| All | -34.6% | +35.6% | -70.2% | -49.7% |
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