+135.4%
XLP vs UPS
+44.2%
+91.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +2.3% | +1.7% | +0.6% | +1.9% |
| 30D | +9.1% | +17.4% | -8.3% | +5.1% |
| 3M | +7.9% | +7.7% | +0.1% | +5.9% |
| 6M | +9.6% | +13.8% | -4.2% | +5.8% |
| YTD | +19.4% | +17.3% | +2.2% | +13.9% |
| 1Y | +22.4% | +27.2% | -4.8% | +14.4% |
| 3Y | +43.2% | -5.6% | +48.8% | +40.6% |
| 5Y | +42.6% | -33.5% | +76.1% | +51.9% |
| 10Y | +135.4% | +43.7% | +91.8% | +81.7% |
| All | +135.4% | +44.2% | +91.3% | +81.7% |
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