-47.8%
S vs UPST
-84.0%
+36.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -1.0% |
| 7D | +2.0% | -10.6% | +12.6% | +5.0% |
| 30D | -2.7% | -14.0% | +11.3% | +1.1% |
| 3M | -6.9% | -36.8% | +30.0% | +4.7% |
| 6M | +38.1% | -27.5% | +65.6% | +48.5% |
| YTD | +48.0% | -55.3% | +103.3% | +77.5% |
| 1Y | +34.5% | -47.5% | +82.0% | +53.9% |
| 3Y | +38.3% | -10.4% | +48.8% | +10.0% |
| 5Y | -70.9% | -92.6% | +21.7% | -67.7% |
| All | -47.8% | -84.0% | +36.2% | -46.8% |
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