+86.8%
SLV vs UPST
-24.8%
+111.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.3% |
| 7D | -5.8% | -10.6% | +4.8% | -5.5% |
| 30D | -12.1% | -14.0% | +1.9% | -11.7% |
| 3M | -24.1% | -36.8% | +12.7% | -22.9% |
| 6M | -44.4% | -27.5% | -16.9% | -43.8% |
| YTD | -31.5% | -55.3% | +23.8% | -29.9% |
| 1Y | -6.9% | -47.5% | +40.6% | -5.2% |
| 3Y | +116.0% | -10.4% | +126.4% | +112.3% |
| 5Y | +88.4% | -92.6% | +181.0% | +87.9% |
| All | +86.8% | -24.8% | +111.6% | +75.9% |
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 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