+254.4%
SPG vs UPST
-15.8%
+270.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +2.0% | +0.9% |
| 7D | +4.9% | -4.9% | +9.8% | +5.2% |
| 30D | +15.6% | -8.9% | +24.5% | +16.3% |
| 3M | +4.1% | -26.3% | +30.4% | +6.2% |
| 6M | +13.6% | -23.7% | +37.3% | +15.2% |
| YTD | +27.5% | -49.9% | +77.5% | +32.7% |
| 1Y | +32.2% | -42.0% | +74.2% | +35.7% |
| 3Y | +126.0% | -25.3% | +151.3% | +115.8% |
| 5Y | +74.7% | -93.4% | +168.1% | +68.9% |
| All | +254.4% | -15.8% | +270.2% | +247.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling