-90.3%
UPSX vs SPY
+29.4%
-119.7%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.5% | -7.4% | -4.7% |
| 7D | -3.5% | +0.5% | -4.1% | -6.3% |
| 30D | -27.5% | -0.9% | -26.6% | -21.9% |
| 3M | -32.3% | +3.9% | -36.2% | -42.2% |
| 6M | -28.7% | +14.5% | -43.2% | -62.7% |
| YTD | -75.3% | +12.9% | -88.2% | -85.1% |
| 1Y | -91.7% | +19.4% | -111.0% | -95.9% |
| All | -90.3% | +29.4% | -119.7% | -96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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