+196.5%
SOXL vs UPST
-4.9%
+201.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +2.1% | -13.1% | -12.1% |
| 7D | +26.9% | -10.6% | +37.5% | +33.7% |
| 30D | -47.2% | -14.0% | -33.3% | -42.4% |
| 3M | -59.9% | -36.8% | -23.0% | -49.4% |
| 6M | -68.3% | -27.5% | -40.8% | -61.5% |
| YTD | +38.8% | -55.3% | +94.1% | +103.4% |
| 1Y | +48.8% | -47.5% | +96.3% | +102.5% |
| 3Y | +196.5% | -10.4% | +206.9% | +275.6% |
| All | +196.5% | -4.9% | +201.4% | +275.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling