+1.0%
XLU vs UPS
+29.9%
-29.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.7% | -4.3% | +0.1% |
| 7D | +2.6% | +8.2% | -5.6% | +2.0% |
| 30D | +9.1% | +22.7% | -13.6% | +7.5% |
| 3M | -0.4% | +6.4% | -6.8% | -1.0% |
| 6M | -4.7% | +22.6% | -27.3% | -6.1% |
| YTD | +4.3% | +20.7% | -16.4% | +2.2% |
| 1Y | +1.0% | +30.6% | -29.6% | -2.0% |
| All | +1.0% | +29.9% | -29.0% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling