-90.8%
UPLD vs SPY
+78.4%
-169.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.3% |
| 7D | -11.5% | -0.6% | -10.9% | -9.6% |
| 30D | +5.0% | -3.7% | +8.7% | +12.9% |
| 3M | -23.5% | -2.7% | -20.7% | -19.1% |
| 6M | -61.9% | +2.2% | -64.1% | -62.4% |
| YTD | -73.6% | +10.8% | -84.4% | -76.9% |
| 1Y | -79.1% | +11.2% | -90.4% | -81.9% |
| 3Y | -90.8% | +76.5% | -167.3% | -97.0% |
| All | -90.8% | +78.4% | -169.1% | -97.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling