-99.1%
UPLD vs SPY
+81.8%
-180.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -4.5% |
| 7D | -14.7% | +0.5% | -15.3% | -15.5% |
| 30D | -33.3% | -0.9% | -32.4% | -32.0% |
| 3M | -52.8% | +3.9% | -56.7% | -55.1% |
| 6M | -47.1% | +14.5% | -61.7% | -56.4% |
| YTD | -75.5% | +12.9% | -88.4% | -79.2% |
| 1Y | -85.1% | +19.4% | -104.5% | -88.4% |
| 3Y | -91.0% | +78.5% | -169.5% | -96.2% |
| 5Y | -99.1% | +81.8% | -180.8% | -99.6% |
| All | -99.1% | +81.8% | -180.8% | -99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling