+244.8%
SOXX vs UPST
-91.3%
+336.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.3% | -2.3% |
| 7D | +3.0% | -12.0% | +15.0% | +5.0% |
| 30D | -3.1% | -16.0% | +12.9% | -0.7% |
| 3M | -4.4% | -17.2% | +12.8% | -1.8% |
| 6M | +52.9% | -10.9% | +63.8% | +54.3% |
| YTD | +72.0% | -42.6% | +114.6% | +83.8% |
| 1Y | +105.1% | -59.8% | +164.9% | +129.3% |
| 3Y | +220.6% | -17.9% | +238.5% | +193.0% |
| 5Y | +244.8% | -90.7% | +335.5% | +242.6% |
| All | +244.8% | -91.3% | +336.1% | +242.6% |
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