+253.9%
XLI vs UPS
+37.9%
+216.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.9% |
| 7D | -1.7% | -2.0% | +0.3% | -0.9% |
| 30D | -7.3% | -2.0% | -5.3% | -6.6% |
| 3M | -1.3% | -6.2% | +4.9% | +0.8% |
| 6M | +2.2% | +2.8% | -0.5% | +0.1% |
| YTD | +11.7% | +5.9% | +5.8% | +7.7% |
| 1Y | +14.3% | +26.2% | -12.0% | +1.7% |
| 3Y | +70.3% | -26.0% | +96.3% | +84.7% |
| 5Y | +82.3% | -34.3% | +116.6% | +104.6% |
| All | +253.9% | +37.9% | +216.0% | +143.4% |
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