+263.6%
UPS vs SPXS
-100.0%
+363.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -1.3% |
| 7D | -2.1% | -1.5% | -0.6% | -2.5% |
| 30D | -2.3% | +3.7% | -6.0% | -1.2% |
| 3M | -5.2% | -9.6% | +4.4% | -7.3% |
| 6M | +1.4% | -32.4% | +33.8% | -7.8% |
| YTD | +6.1% | -28.7% | +34.8% | -1.7% |
| 1Y | +27.0% | -38.1% | +65.1% | +13.6% |
| 3Y | -25.9% | -80.1% | +54.2% | -48.3% |
| 5Y | -34.6% | -85.9% | +51.3% | -52.8% |
| 10Y | +36.2% | -99.5% | +135.7% | -50.2% |
| All | +263.6% | -100.0% | +363.6% | -57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling