-82.8%
UPLD vs SPY
+13.0%
-95.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.5% | +1.3% | -19.8% | -21.6% |
| 7D | -34.5% | -0.9% | -33.6% | -32.6% |
| 30D | -4.9% | -2.4% | -2.6% | +1.0% |
| 3M | -36.4% | -1.2% | -35.2% | -34.4% |
| 6M | -62.4% | +3.3% | -65.7% | -64.6% |
| YTD | -78.5% | +12.3% | -90.8% | -83.2% |
| 1Y | -82.8% | +12.4% | -95.2% | -86.6% |
| All | -82.8% | +13.0% | -95.7% | -86.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling