-96.9%
UPLD vs SPY
+356.5%
-453.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.2% |
| 7D | -22.9% | +3.3% | -26.2% | -26.4% |
| 30D | -2.9% | -2.7% | -0.2% | +0.5% |
| 3M | -40.1% | -1.7% | -38.4% | -38.7% |
| 6M | -59.6% | +3.1% | -62.7% | -60.5% |
| YTD | -78.8% | +11.9% | -90.7% | -81.0% |
| 1Y | -82.8% | +12.0% | -94.8% | -84.7% |
| 3Y | -92.6% | +78.2% | -170.8% | -96.1% |
| 5Y | -98.7% | +73.2% | -172.0% | -99.3% |
| 10Y | -96.4% | +309.6% | -406.1% | -98.9% |
| All | -96.9% | +356.5% | -453.4% | -99.0% |
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 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