+120.4%
XLK vs UPS
-26.3%
+146.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +0.2% | -2.0% | +2.2% | +0.7% |
| 30D | -0.6% | -2.0% | +1.3% | -0.2% |
| 3M | +2.6% | -6.2% | +8.8% | +3.9% |
| 6M | +34.0% | +2.8% | +31.2% | +32.4% |
| YTD | +30.7% | +5.9% | +24.8% | +27.8% |
| 1Y | +39.2% | +26.2% | +13.0% | +29.9% |
| 3Y | +120.4% | -26.0% | +146.4% | +126.4% |
| All | +120.4% | -26.3% | +146.8% | +126.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling