+306.8%
UPS vs SPXS
-100.0%
+406.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +2.2% |
| 7D | +3.8% | -7.5% | +11.3% | +1.6% |
| 30D | +17.4% | +5.3% | +12.0% | +19.8% |
| 3M | +8.2% | +9.7% | -1.5% | +11.9% |
| 6M | +17.9% | -4.6% | +22.5% | +18.1% |
| YTD | +18.7% | -25.8% | +44.5% | +11.9% |
| 1Y | +24.8% | -28.8% | +53.6% | +16.5% |
| 3Y | -4.5% | -80.2% | +75.6% | -33.4% |
| 5Y | -33.2% | -83.2% | +50.0% | -49.3% |
| 10Y | +44.2% | -99.5% | +143.7% | -46.5% |
| All | +306.8% | -100.0% | +406.8% | -51.2% |
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