-76.3%
FIS vs UPST
-24.8%
-51.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.1% | +2.0% | +4.0% |
| 7D | +2.8% | -10.6% | +13.5% | +3.5% |
| 30D | -16.7% | -14.0% | -2.7% | -16.2% |
| 3M | -32.3% | -36.8% | +4.6% | -30.7% |
| 6M | -29.1% | -27.5% | -1.5% | -28.1% |
| YTD | -54.1% | -55.3% | +1.1% | -52.4% |
| 1Y | -53.7% | -47.5% | -6.2% | -52.4% |
| 3Y | -38.8% | -10.4% | -28.4% | -41.0% |
| 5Y | -71.1% | -92.6% | +21.5% | -72.4% |
| All | -76.3% | -24.8% | -51.5% | -76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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