-89.4%
SQQQ vs UPST
-16.7%
-72.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.0% | +4.9% | -0.4% |
| 7D | -2.7% | -8.1% | +5.4% | -5.1% |
| 30D | +2.4% | -14.3% | +16.7% | -1.8% |
| 3M | -8.0% | -16.6% | +8.6% | -10.8% |
| 6M | -43.9% | -7.3% | -36.7% | -42.3% |
| YTD | -42.2% | -40.8% | -1.4% | -46.5% |
| 1Y | -51.8% | -62.4% | +10.6% | -59.5% |
| All | -89.4% | -16.7% | -72.6% | -85.9% |
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 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