-96.6%
UPLD vs SPY
+322.5%
-419.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | -0.9% |
| 7D | -13.0% | -0.8% | -12.2% | -12.0% |
| 30D | -36.4% | -1.1% | -35.3% | -35.2% |
| 3M | -56.3% | +3.9% | -60.1% | -58.0% |
| 6M | -42.0% | +13.6% | -55.6% | -49.9% |
| YTD | -77.5% | +12.7% | -90.2% | -80.2% |
| 1Y | -86.9% | +17.5% | -104.4% | -89.1% |
| 3Y | -91.7% | +76.9% | -168.6% | -95.8% |
| 5Y | -99.1% | +83.6% | -182.7% | -99.6% |
| All | -96.6% | +322.5% | -419.0% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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