+80.4%
XLI vs UPS
-33.5%
+113.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.0% |
| 7D | -2.3% | -3.4% | +1.1% | -1.1% |
| 30D | -8.2% | -2.7% | -5.4% | -7.3% |
| 3M | +0.8% | -1.6% | +2.4% | +0.9% |
| 6M | +0.8% | +2.3% | -1.5% | -0.8% |
| YTD | +10.5% | +5.6% | +5.0% | +7.4% |
| 1Y | +14.1% | +27.1% | -12.9% | +3.4% |
| 3Y | +68.6% | -26.3% | +94.9% | +80.9% |
| 5Y | +80.4% | -34.5% | +114.9% | +100.0% |
| All | +80.4% | -33.5% | +113.9% | +100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling