+328.1%
SPXL vs UPST
+3.8%
+324.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.8% | +2.1% | -1.0% |
| 7D | +1.5% | -1.5% | +3.0% | +1.7% |
| 30D | -3.7% | -13.2% | +9.5% | -1.3% |
| 3M | +8.1% | -13.0% | +21.1% | +10.8% |
| 6M | +39.0% | -2.9% | +41.9% | +39.0% |
| YTD | +29.9% | -38.3% | +68.2% | +39.7% |
| 1Y | +46.6% | -60.5% | +107.1% | +68.9% |
| 3Y | +230.5% | -11.7% | +242.3% | +204.8% |
| 5Y | +140.2% | -90.2% | +230.3% | +126.5% |
| All | +328.1% | +3.8% | +324.4% | +299.6% |
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