-96.4%
UPLD vs SPY
+311.8%
-408.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.5% | +1.3% | -19.8% | -20.4% |
| 7D | -34.5% | -0.9% | -33.6% | -33.5% |
| 30D | -4.9% | -2.4% | -2.6% | -1.8% |
| 3M | -36.4% | -1.2% | -35.2% | -35.3% |
| 6M | -62.4% | +3.3% | -65.7% | -63.4% |
| YTD | -78.5% | +12.3% | -90.8% | -81.1% |
| 1Y | -82.8% | +12.4% | -95.2% | -84.9% |
| 3Y | -92.5% | +78.8% | -171.3% | -96.3% |
| 5Y | -98.7% | +75.2% | -173.9% | -99.3% |
| 10Y | -96.4% | +311.1% | -407.5% | -99.2% |
| All | -96.4% | +311.8% | -408.1% | -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