-90.4%
UPLD vs SPY
+80.4%
-170.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.4% | -6.9% | -6.6% |
| 7D | -21.3% | +0.1% | -21.4% | -21.4% |
| 30D | -15.3% | +0.1% | -15.4% | -14.9% |
| 3M | -51.9% | +2.0% | -53.9% | -52.9% |
| 6M | -51.9% | +13.0% | -65.0% | -59.8% |
| YTD | -74.1% | +13.5% | -87.7% | -78.4% |
| 1Y | -84.6% | +20.0% | -104.5% | -88.2% |
| All | -90.4% | +80.4% | -170.8% | -96.5% |
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