+339.6%
SOXX vs UPST
+3.8%
+335.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.8% | +5.5% | +2.1% |
| 7D | +5.6% | -1.5% | +7.1% | +5.8% |
| 30D | -2.7% | -13.2% | +10.5% | -1.2% |
| 3M | -7.5% | -13.0% | +5.5% | -6.1% |
| 6M | +63.5% | -2.9% | +66.4% | +63.1% |
| YTD | +75.7% | -38.3% | +114.0% | +83.6% |
| 1Y | +113.3% | -60.5% | +173.8% | +133.1% |
| 3Y | +227.4% | -11.7% | +239.1% | +205.8% |
| 5Y | +256.2% | -90.2% | +346.3% | +240.4% |
| All | +339.6% | +3.8% | +335.8% | +295.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling