-78.5%
UPST vs SOXQ
+288.7%
-367.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.3% | -5.1% | -5.2% |
| 7D | -1.5% | +5.3% | -6.8% | -7.0% |
| 30D | -13.2% | -3.7% | -9.5% | -10.4% |
| 3M | -13.0% | -7.8% | -5.1% | -10.8% |
| 6M | -2.9% | +58.4% | -61.3% | -50.4% |
| YTD | -38.3% | +68.1% | -106.4% | -71.1% |
| 1Y | -60.5% | +105.4% | -165.8% | -86.0% |
| 3Y | -11.7% | +239.2% | -251.0% | -85.9% |
| 5Y | -90.2% | +266.9% | -357.1% | -98.3% |
| All | -78.5% | +288.7% | -367.2% | -96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SOXQ 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling