+38.4%
S vs UPST
-28.6%
+67.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -5.3% | -3.5% | -7.7% |
| 7D | -16.7% | -10.9% | -5.8% | -14.6% |
| 30D | -17.0% | -7.2% | -9.8% | -15.7% |
| 3M | +2.0% | -26.7% | +28.7% | +8.6% |
| 6M | +35.1% | -29.0% | +64.0% | +43.8% |
| YTD | +42.8% | -49.4% | +92.2% | +60.5% |
| 1Y | +27.7% | -47.0% | +74.7% | +41.7% |
| All | +38.4% | -28.6% | +67.0% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling