-96.2%
UPLD vs SPY
+363.2%
-459.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.4% | -6.9% | -6.8% |
| 7D | -21.3% | +0.1% | -21.4% | -21.3% |
| 30D | -15.3% | +0.1% | -15.4% | -15.0% |
| 3M | -51.9% | +2.0% | -53.9% | -52.5% |
| 6M | -51.9% | +13.0% | -65.0% | -57.7% |
| YTD | -74.1% | +13.5% | -87.7% | -77.2% |
| 1Y | -84.6% | +20.0% | -104.5% | -87.3% |
| 3Y | -90.0% | +77.2% | -167.2% | -94.6% |
| 5Y | -99.0% | +81.9% | -180.9% | -99.5% |
| 10Y | -95.9% | +314.1% | -409.9% | -98.7% |
| All | -96.2% | +363.2% | -459.5% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling