+36.4%
UPS vs SPXS
-99.6%
+135.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | -0.4% |
| 7D | -2.0% | +2.5% | -4.5% | -1.2% |
| 30D | -2.0% | +4.2% | -6.2% | -0.7% |
| 3M | -6.2% | -9.3% | +3.1% | -8.3% |
| 6M | +2.8% | -30.7% | +33.5% | -5.9% |
| YTD | +5.9% | -28.1% | +34.0% | -1.7% |
| 1Y | +26.2% | -35.1% | +61.3% | +14.5% |
| 3Y | -26.0% | -79.6% | +53.6% | -48.1% |
| 5Y | -34.3% | -86.3% | +52.0% | -53.1% |
| All | +36.4% | -99.6% | +135.9% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling