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.
How to read sleeves and model portfolios →
| 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
Copy portfolio to builder →Total return (vs SPY)
Range
+34.79%
Portfolio
+25.67%
SPY (benchmark)
+9.12%
Excess α vs SPY
-8.39%
Max drawdown
-8.88%
SPY max DD
2.18
Sharpe
Excess return above the 4.5% risk-free rate divided by annualised volatility.
Above 1.0 is good; above 2.0 is excellent.
SPY typically scores around 0.5–0.8.3.11
Sortino
Excess return above the 4.5% risk-free rate divided by annualised downside deviation (penalises losses only).
Above 1.5 is good; above 3.0 is excellent.PortfolioSPY
Portfolio score: B+
Alpha score: A
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%
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.