+163.9%
XLE vs UPS
+44.2%
+119.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | -6.7% | +1.7% | -8.4% | -7.4% |
| 30D | -4.4% | +17.4% | -21.8% | -9.7% |
| 3M | +4.0% | +7.7% | -3.7% | +1.0% |
| 6M | +13.2% | +13.8% | -0.7% | +7.1% |
| YTD | +41.9% | +17.3% | +24.6% | +31.4% |
| 1Y | +41.6% | +27.2% | +14.5% | +27.0% |
| 3Y | +64.0% | -5.6% | +69.6% | +58.8% |
| 5Y | +158.1% | -33.5% | +191.6% | +182.9% |
| 10Y | +163.9% | +43.7% | +120.3% | +85.7% |
| All | +163.9% | +44.2% | +119.8% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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