-99.1%
UPXI vs SPY
+92.5%
-191.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.8% | +4.1% |
| 7D | -2.8% | -0.8% | -2.0% | -2.3% |
| 30D | +26.2% | -1.1% | +27.3% | +27.2% |
| 3M | +15.7% | +3.9% | +11.8% | +13.8% |
| 6M | +1.0% | +13.6% | -12.6% | -4.5% |
| YTD | -38.1% | +12.7% | -50.8% | -40.8% |
| 1Y | -81.7% | +17.5% | -99.2% | -82.6% |
| 3Y | -97.0% | +76.9% | -173.9% | -97.5% |
| 5Y | -99.1% | +83.6% | -182.7% | -99.3% |
| All | -99.1% | +92.5% | -191.5% | -99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling