For educational purposes only. Nothing on this site constitutes investment advice. Disclaimers

UPRO Premia Stack

3x S&P 500 core paired with systematic long/short equity and EM currency carry premia.

Ticker	Weight	Beta	Notes
UPRO	34%	3	3x daily S&P 500 — high-conviction leveraged core.
FLSP	33%	0	Systematic long/short equity and style premia sleeve.
FOXY	33%	0.05	Systematic EM carry + G10 mean-reversion currency sleeve.

Weighted portfolio beta (approx.): 1.04

Total return (vs SPY)

Range

+14.15%

Portfolio

+13.23%

SPY (benchmark)

+0.91%

Excess α vs SPY

-8.39%

Max drawdown

-8.88%

SPY max DD

0.70

Sharpe

1.01

Sortino

Portfolio score: B+

Alpha score: B+

Max DD score: B+

Beta score: B

Beta: 1.04

Net leverage:

Total: 135.0%

Gross longs: 102.0%

Gross shorts: 0.0%

Gross alpha & alts: 33.0%

Portfolio weights:

UPRO: 34%

FLSP: 33%

FOXY: 33%

PortfolioSPY

Educational model only — not investment advice. Portfolio betas in the holdings table are weighted to the listed names and weights.

FOXY's inception date of 2025-02-05 is limiting the backtest.

Growthshared core

Premia/carry

Alpha: systematic premia / carry (FLSP, FOXY)Growth: S&P 500 (UPRO*)

100%

Inflation

Sideways Chop