+293.0%
SOXL vs UPST
-3.5%
+296.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.1% | -5.0% | -6.9% |
| 7D | +8.5% | -12.0% | +20.4% | +13.3% |
| 30D | -13.0% | -16.0% | +3.1% | -7.7% |
| 3M | -35.9% | -17.2% | -18.8% | -30.7% |
| 6M | +112.1% | -10.9% | +122.9% | +123.7% |
| YTD | +175.4% | -42.6% | +218.0% | +234.1% |
| 1Y | +304.9% | -59.8% | +364.7% | +452.3% |
| 3Y | +448.6% | -17.9% | +466.5% | +436.5% |
| 5Y | +156.1% | -90.7% | +246.8% | +211.6% |
| All | +293.0% | -3.5% | +296.5% | +304.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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