+181.3%
XLE vs UPS
+35.1%
+146.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.3% |
| 7D | +0.3% | -3.7% | +4.0% | +1.6% |
| 30D | +8.5% | -3.7% | +12.3% | +9.8% |
| 3M | +14.6% | -6.6% | +21.2% | +16.6% |
| 6M | +17.6% | +2.6% | +15.0% | +14.8% |
| YTD | +48.1% | +4.8% | +43.3% | +42.9% |
| 1Y | +53.8% | +25.3% | +28.5% | +38.0% |
| 3Y | +56.2% | -26.9% | +83.1% | +67.2% |
| 5Y | +227.7% | -33.5% | +261.2% | +254.5% |
| 10Y | +181.3% | +36.1% | +145.2% | +92.0% |
| All | +181.3% | +35.1% | +146.2% | +92.0% |
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