+1,022.8%
XLK vs UPS
+235.6%
+787.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.8% |
| 7D | -0.4% | -3.4% | +3.0% | +1.3% |
| 30D | -0.5% | -2.7% | +2.3% | +0.9% |
| 3M | +5.0% | -1.6% | +6.6% | +5.2% |
| 6M | +32.9% | +2.3% | +30.5% | +29.7% |
| YTD | +29.0% | +5.6% | +23.4% | +23.0% |
| 1Y | +37.8% | +27.1% | +10.8% | +18.4% |
| 3Y | +118.7% | -26.3% | +145.0% | +139.1% |
| 5Y | +145.6% | -34.5% | +180.0% | +181.2% |
| 10Y | +791.5% | +37.1% | +754.4% | +519.2% |
| All | +1,022.8% | +235.6% | +787.2% | +311.4% |
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 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