+374.1%
XLF vs UPS
+233.0%
+141.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.8% | +0.3% |
| 7D | -1.0% | -3.7% | +2.6% | +1.1% |
| 30D | -1.3% | -3.7% | +2.4% | +0.9% |
| 3M | +9.1% | -6.6% | +15.7% | +12.4% |
| 6M | +14.4% | +2.6% | +11.8% | +10.4% |
| YTD | +5.1% | +4.8% | +0.3% | -0.4% |
| 1Y | +8.6% | +25.3% | -16.6% | -8.4% |
| 3Y | +74.4% | -26.9% | +101.3% | +92.6% |
| 5Y | +64.4% | -33.5% | +97.9% | +85.8% |
| 10Y | +251.6% | +36.1% | +215.5% | +115.6% |
| All | +374.1% | +233.0% | +141.1% | +49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling