+20.9%
UPS vs XLC
+141.1%
-120.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.6% | -0.9% |
| 7D | -3.7% | -1.4% | -2.3% | -2.8% |
| 30D | -3.7% | -0.9% | -2.8% | -3.2% |
| 3M | -6.6% | -0.3% | -6.2% | -6.7% |
| 6M | +2.6% | -5.2% | +7.7% | +5.7% |
| YTD | +4.8% | -5.3% | +10.1% | +8.0% |
| 1Y | +25.3% | -2.8% | +28.1% | +26.8% |
| 3Y | -26.9% | +71.2% | -98.1% | -48.9% |
| 5Y | -33.5% | +37.6% | -71.1% | -47.1% |
| All | +20.9% | +141.1% | -120.2% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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