+98.1%
SOXL vs UPST
-24.8%
+122.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +2.1% | -13.1% | -11.8% |
| 7D | +26.9% | -10.6% | +37.5% | +31.8% |
| 30D | -47.2% | -14.0% | -33.3% | -43.7% |
| 3M | -59.9% | -36.8% | -23.0% | -52.3% |
| 6M | -68.3% | -27.5% | -40.8% | -63.4% |
| YTD | +38.8% | -55.3% | +94.1% | +86.1% |
| 1Y | +48.8% | -47.5% | +96.3% | +88.8% |
| 3Y | +196.5% | -10.4% | +206.9% | +194.1% |
| 5Y | -5.0% | -92.6% | +87.5% | +27.3% |
| All | +98.1% | -24.8% | +122.9% | +125.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling