+623.2%
XLU vs UPS
+236.6%
+386.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -1.6% | -2.0% | +0.4% | -1.1% |
| 30D | -3.3% | -2.0% | -1.4% | -2.8% |
| 3M | -3.2% | -6.2% | +3.1% | -1.7% |
| 6M | -7.0% | +2.8% | -9.7% | -8.4% |
| YTD | +0.6% | +5.9% | -5.3% | -2.1% |
| 1Y | +2.4% | +26.2% | -23.8% | -5.6% |
| 3Y | +46.3% | -26.0% | +72.3% | +53.6% |
| 5Y | +44.0% | -34.3% | +78.2% | +53.5% |
| 10Y | +140.1% | +37.5% | +102.5% | +91.4% |
| All | +623.2% | +236.6% | +386.6% | +314.8% |
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