-72.9%
FIS vs UPST
-92.3%
+19.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.3% | +8.2% | +0.6% |
| 7D | -27.4% | -4.5% | -22.9% | -27.3% |
| 30D | -16.8% | -15.3% | -1.5% | -16.1% |
| 3M | -32.6% | -32.4% | -0.2% | -30.7% |
| 6M | -33.4% | -29.5% | -3.9% | -32.0% |
| YTD | -56.0% | -53.3% | -2.7% | -53.8% |
| 1Y | -55.1% | -47.4% | -7.7% | -53.4% |
| 3Y | -41.4% | -2.2% | -39.2% | -45.7% |
| All | -72.9% | -92.3% | +19.4% | -73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling