+227.0%
UPS vs XLB
+681.6%
-454.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.0% |
| 7D | -2.9% | -1.4% | -1.5% | -2.1% |
| 30D | -3.5% | -0.4% | -3.1% | -3.3% |
| 3M | -5.7% | +2.0% | -7.7% | -6.8% |
| 6M | -4.4% | +1.8% | -6.2% | -5.4% |
| YTD | +8.0% | +16.6% | -8.6% | -0.7% |
| 1Y | +29.0% | +16.9% | +12.1% | +18.3% |
| 3Y | -27.7% | +32.6% | -60.3% | -37.9% |
| 5Y | -34.3% | +35.6% | -70.0% | -44.3% |
| 10Y | +37.8% | +160.0% | -122.2% | -17.1% |
| All | +227.0% | +681.6% | -454.6% | +16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling