+55.9%
SOXL vs UPS
+29.9%
+26.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +4.7% | -13.5% | -12.2% |
| 7D | -37.9% | +8.2% | -46.1% | -42.1% |
| 30D | -59.4% | +22.7% | -82.1% | -66.3% |
| 3M | -52.3% | +6.4% | -58.7% | -54.9% |
| 6M | -47.7% | +22.6% | -70.3% | -56.7% |
| YTD | +58.8% | +20.7% | +38.0% | +28.7% |
| 1Y | +55.9% | +30.6% | +25.3% | +24.0% |
| All | +55.9% | +29.9% | +26.0% | +24.0% |
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