+127.5%
SLV vs UPST
-0.8%
+128.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -8.3% | +4.8% | -2.9% |
| 7D | +3.7% | -4.5% | +8.1% | +4.0% |
| 30D | -15.2% | -15.3% | +0.2% | -14.2% |
| 3M | -21.8% | -32.4% | +10.7% | -19.8% |
| 6M | -36.3% | -29.5% | -6.8% | -35.0% |
| YTD | -27.8% | -53.3% | +25.5% | -25.1% |
| 1Y | +1.5% | -47.4% | +48.9% | +4.7% |
| All | +127.5% | -0.8% | +128.3% | +121.1% |
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