+292.0%
SPXL vs UPST
-21.5%
+313.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.3% | +7.1% | +0.4% |
| 7D | -2.9% | -4.5% | +1.6% | -2.0% |
| 30D | -12.4% | -15.3% | +2.9% | -9.7% |
| 3M | -11.8% | -32.4% | +20.7% | -5.4% |
| 6M | -1.4% | -29.5% | +28.1% | +4.7% |
| YTD | +19.0% | -53.3% | +72.3% | +34.4% |
| 1Y | +18.0% | -47.4% | +65.3% | +30.2% |
| 3Y | +220.0% | -2.2% | +222.2% | +195.3% |
| 5Y | +102.6% | -92.0% | +194.6% | +100.4% |
| All | +292.0% | -21.5% | +313.5% | +284.4% |
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