+103.1%
XLP vs UPS
+38.1%
+65.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | -1.0% | -2.9% | +1.9% | -0.4% |
| 30D | -0.9% | -3.5% | +2.6% | -0.1% |
| 3M | +3.8% | -5.7% | +9.5% | +4.9% |
| 6M | -1.7% | -4.4% | +2.6% | -1.4% |
| YTD | +10.3% | +8.0% | +2.2% | +7.3% |
| 1Y | +7.8% | +29.0% | -21.2% | +0.1% |
| 3Y | +27.2% | -27.7% | +54.9% | +34.2% |
| 5Y | +32.5% | -34.3% | +66.9% | +40.9% |
| All | +103.1% | +38.1% | +65.1% | +56.0% |
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 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