-100.0%
SOXS vs UPST
+7.9%
-107.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.6% | -8.5% | -10.8% |
| 7D | -7.0% | -3.5% | -3.4% | -8.1% |
| 30D | +2.8% | -7.1% | +9.9% | +0.6% |
| 3M | -9.8% | -13.1% | +3.2% | -9.7% |
| 6M | -99.2% | -1.1% | -98.1% | -98.7% |
| YTD | -99.5% | -35.9% | -63.6% | -99.3% |
| 1Y | -99.8% | -57.4% | -42.4% | -99.7% |
| 3Y | -100.0% | -14.9% | -85.1% | -100.0% |
| 5Y | -100.0% | -88.7% | -11.3% | -100.0% |
| All | -100.0% | +7.9% | -107.9% | -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 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