-97.6%
SQQQ vs UPST
+7.9%
-105.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.8% |
| 7D | -0.9% | -3.5% | +2.6% | -1.7% |
| 30D | -0.3% | -7.1% | +6.8% | -1.6% |
| 3M | +2.7% | -13.1% | +15.8% | +1.7% |
| 6M | -43.8% | -1.1% | -42.7% | -41.4% |
| YTD | -42.9% | -35.9% | -7.1% | -45.3% |
| 1Y | -53.5% | -57.4% | +3.9% | -58.6% |
| 3Y | -89.4% | -14.9% | -74.5% | -85.7% |
| 5Y | -94.7% | -88.7% | -6.0% | -91.3% |
| All | -97.6% | +7.9% | -105.5% | -96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling