+226.1%
SPXL vs UPST
-4.9%
+231.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.4% | -1.8% |
| 7D | +7.4% | -10.6% | +18.1% | +10.4% |
| 30D | -7.8% | -14.0% | +6.2% | -4.4% |
| 3M | -11.9% | -36.8% | +24.9% | -1.5% |
| 6M | -1.7% | -27.5% | +25.8% | +6.0% |
| YTD | +20.8% | -55.3% | +76.1% | +43.7% |
| 1Y | +25.0% | -47.5% | +72.5% | +42.8% |
| 3Y | +226.1% | -10.4% | +236.6% | +232.1% |
| All | +226.1% | -4.9% | +231.0% | +232.1% |
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