-100.0%
SOXS vs UPST
-0.4%
-99.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.1% | -3.4% |
| 7D | -16.6% | -8.1% | -8.5% | -19.2% |
| 30D | -4.4% | -14.3% | +9.9% | -9.3% |
| 3M | -26.2% | -16.6% | -9.6% | -28.1% |
| 6M | -99.3% | -7.3% | -92.0% | -98.9% |
| YTD | -99.5% | -40.8% | -58.7% | -99.4% |
| 1Y | -99.8% | -62.4% | -37.3% | -99.7% |
| 3Y | -100.0% | -15.3% | -84.7% | -100.0% |
| 5Y | -100.0% | -91.1% | -8.9% | -100.0% |
| All | -100.0% | -0.4% | -99.6% | -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 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