-100.0%
SOXS vs UPST
-14.8%
-85.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.8% | -1.1% | -6.8% |
| 7D | -15.6% | -1.5% | -14.1% | -16.3% |
| 30D | +4.8% | -13.2% | +18.0% | -2.0% |
| 3M | -21.6% | -13.0% | -8.7% | -22.9% |
| 6M | -99.3% | -2.9% | -96.5% | -98.9% |
| YTD | -99.5% | -38.3% | -61.2% | -99.3% |
| 1Y | -99.8% | -60.5% | -39.3% | -99.7% |
| 3Y | -100.0% | -11.7% | -88.2% | -100.0% |
| All | -100.0% | -14.8% | -85.2% | -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 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