+19,165.6%
SOXL vs UPS
+193.5%
+18,972.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.8% | -8.8% | -9.4% |
| 7D | +8.5% | -3.4% | +11.9% | +14.5% |
| 30D | -13.0% | -2.7% | -10.2% | -9.4% |
| 3M | -35.9% | -1.6% | -34.3% | -35.3% |
| 6M | +112.1% | +2.3% | +109.7% | +104.9% |
| YTD | +175.4% | +5.6% | +169.9% | +143.1% |
| 1Y | +304.9% | +27.1% | +277.8% | +151.0% |
| 3Y | +448.6% | -26.3% | +474.9% | +719.7% |
| 5Y | +156.1% | -34.5% | +190.6% | +482.0% |
| 10Y | +4,957.3% | +37.1% | +4,920.2% | +2,354.6% |
| All | +19,165.6% | +193.5% | +18,972.1% | +2,108.2% |
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