+43.4%
XLP vs UPS
-4.2%
+47.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.3% |
| 7D | -0.5% | -1.6% | +1.1% | -0.3% |
| 30D | +8.3% | +17.9% | -9.6% | +6.3% |
| 3M | +8.7% | +9.4% | -0.7% | +7.5% |
| 6M | +11.2% | +16.2% | -5.0% | +8.9% |
| YTD | +20.0% | +18.8% | +1.2% | +17.1% |
| 1Y | +21.3% | +26.1% | -4.8% | +17.6% |
| All | +43.4% | -4.2% | +47.5% | +38.5% |
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