-66.9%
S vs UPST
-91.6%
+24.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.3% | +7.9% | +1.9% |
| 7D | +1.4% | -4.5% | +5.9% | +2.6% |
| 30D | -10.8% | -15.3% | +4.5% | -6.8% |
| 3M | +5.4% | -32.4% | +37.8% | +16.8% |
| 6M | +41.2% | -29.5% | +70.8% | +53.3% |
| YTD | +56.2% | -53.3% | +109.5% | +86.1% |
| 1Y | +36.3% | -47.4% | +83.7% | +56.4% |
| 3Y | +49.4% | -2.2% | +51.6% | +13.7% |
| 5Y | -66.9% | -92.0% | +25.2% | -51.2% |
| All | -66.9% | -91.6% | +24.7% | -51.2% |
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 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