+122.6%
SOXL vs UPST
-26.3%
+149.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.9% | +6.1% | +1.7% |
| 7D | +60.3% | -13.5% | +73.8% | +68.7% |
| 30D | -48.6% | -19.6% | -29.0% | -43.7% |
| 3M | -53.9% | -34.2% | -19.7% | -46.0% |
| 6M | -62.0% | -31.2% | -30.8% | -55.2% |
| YTD | +56.0% | -56.2% | +112.2% | +110.9% |
| 1Y | +50.0% | -51.7% | +101.7% | +96.3% |
| 3Y | +223.8% | -8.2% | +232.0% | +219.2% |
| 5Y | +6.7% | -92.8% | +99.4% | +44.3% |
| All | +122.6% | -26.3% | +149.0% | +155.4% |
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