+184.8%
SOXL vs UPST
-90.4%
+275.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.0% | +6.1% | +3.9% |
| 7D | +18.4% | -8.1% | +26.4% | +22.6% |
| 30D | -3.2% | -14.3% | +11.1% | +3.1% |
| 3M | -37.6% | -16.6% | -20.9% | -31.4% |
| 6M | +136.1% | -7.3% | +143.3% | +146.9% |
| YTD | +199.5% | -40.8% | +240.3% | +274.8% |
| 1Y | +363.2% | -62.4% | +425.7% | +598.0% |
| 3Y | +496.5% | -15.3% | +511.8% | +433.4% |
| 5Y | +184.8% | -91.1% | +275.9% | +323.7% |
| All | +184.8% | -90.4% | +275.3% | +323.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling