-100.0%
SOXS vs UPST
-3.5%
-96.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -3.1% | +11.1% | +7.0% |
| 7D | -9.4% | -12.0% | +2.6% | -13.6% |
| 30D | +6.2% | -16.0% | +22.2% | 0.0% |
| 3M | -28.0% | -17.2% | -10.9% | -30.0% |
| 6M | -99.2% | -10.9% | -88.3% | -98.8% |
| YTD | -99.5% | -42.6% | -56.9% | -99.3% |
| 1Y | -99.7% | -59.8% | -40.0% | -99.7% |
| 3Y | -100.0% | -17.9% | -82.1% | -100.0% |
| 5Y | -100.0% | -90.7% | -9.3% | -100.0% |
| All | -100.0% | -3.5% | -96.5% | -100.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling