-97.5%
SQQQ vs UPST
-3.5%
-94.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.1% | +6.3% | +2.5% |
| 7D | +4.1% | -12.0% | +16.1% | +0.9% |
| 30D | +4.6% | -16.0% | +20.6% | +0.7% |
| 3M | -10.4% | -17.2% | +6.7% | -12.7% |
| 6M | -42.1% | -10.9% | -31.2% | -41.1% |
| YTD | -40.3% | -42.6% | +2.3% | -44.4% |
| 1Y | -50.2% | -59.8% | +9.6% | -56.3% |
| 3Y | -89.4% | -17.9% | -71.5% | -85.8% |
| 5Y | -94.7% | -90.7% | -3.9% | -91.6% |
| All | -97.5% | -3.5% | -94.0% | -95.9% |
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