-28.8%
SLV vs UPST
-31.6%
+2.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.3% | +4.8% | +0.6% |
| 7D | -0.7% | -10.9% | +10.1% | +1.3% |
| 30D | -15.4% | -7.2% | -8.2% | -14.4% |
| 3M | -16.3% | -26.7% | +10.4% | -12.7% |
| 6M | -28.8% | -29.0% | +0.2% | -25.0% |
| All | -28.8% | -31.6% | +2.8% | -25.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling