+106.9%
SLV vs UPST
-93.6%
+200.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | -0.1% |
| 7D | +5.1% | -4.9% | +10.0% | +5.3% |
| 30D | -12.9% | -8.9% | -4.0% | -12.6% |
| 3M | -16.1% | -26.3% | +10.2% | -15.0% |
| 6M | -33.2% | -23.7% | -9.4% | -32.5% |
| YTD | -27.2% | -49.9% | +22.7% | -25.5% |
| 1Y | +7.6% | -42.0% | +49.6% | +9.5% |
| 3Y | +122.3% | -25.3% | +147.6% | +117.8% |
| All | +106.9% | -93.6% | +200.5% | +101.5% |
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