-26.8%
UPS vs SPXS
-79.5%
+52.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -0.9% |
| 7D | -3.7% | +1.2% | -4.9% | -3.3% |
| 30D | -3.7% | +5.2% | -8.9% | -2.4% |
| 3M | -6.6% | -9.2% | +2.6% | -8.3% |
| 6M | +2.6% | -29.6% | +32.2% | -4.9% |
| YTD | +4.8% | -27.6% | +32.4% | -1.9% |
| 1Y | +25.3% | -36.7% | +62.0% | +13.9% |
| All | -26.8% | -79.5% | +52.7% | -50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling