+4,921.3%
SOXL vs UPS
+37.9%
+4,883.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.3% | +4.9% | +4.8% |
| 7D | +3.9% | -2.0% | +5.8% | +6.8% |
| 30D | -14.3% | -2.0% | -12.4% | -12.2% |
| 3M | -45.6% | -6.2% | -39.4% | -41.3% |
| 6M | +117.2% | +2.8% | +114.4% | +110.7% |
| YTD | +189.8% | +5.9% | +183.9% | +160.5% |
| 1Y | +317.7% | +26.2% | +291.5% | +179.2% |
| 3Y | +478.6% | -26.0% | +504.6% | +748.7% |
| 5Y | +169.5% | -34.3% | +203.8% | +493.7% |
| All | +4,921.3% | +37.9% | +4,883.4% | +3,124.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling