+35.3%
UPS vs XLC
+135.2%
-99.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | +1.7% | +6.2% | -4.5% | -1.9% |
| 30D | +17.4% | -2.4% | +19.8% | +19.0% |
| 3M | +7.7% | -3.3% | +11.1% | +9.5% |
| 6M | +13.8% | -7.3% | +21.1% | +18.4% |
| YTD | +17.3% | -7.6% | +24.9% | +22.2% |
| 1Y | +27.2% | -3.7% | +30.9% | +29.0% |
| 3Y | -5.6% | +62.9% | -68.6% | -32.2% |
| 5Y | -33.5% | +41.6% | -75.2% | -48.4% |
| All | +35.3% | +135.2% | -99.9% | -31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling