+596.5%
XLP vs UPS
+263.5%
+332.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.6% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | +10.3% | +17.3% | -7.1% | +5.7% |
| 3M | +6.5% | +6.6% | -0.1% | +4.6% |
| 6M | +8.4% | +12.0% | -3.6% | +4.6% |
| YTD | +18.2% | +14.4% | +3.8% | +12.9% |
| 1Y | +22.4% | +23.3% | -0.9% | +14.5% |
| 3Y | +41.9% | -9.6% | +51.5% | +40.6% |
| 5Y | +40.9% | -34.1% | +75.0% | +50.2% |
| 10Y | +128.4% | +49.5% | +78.9% | +83.2% |
| All | +596.5% | +263.5% | +332.9% | +322.1% |
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