+263.8%
SPG vs UPST
-21.5%
+285.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.3% | +8.9% | +1.3% |
| 7D | +5.6% | -4.5% | +10.1% | +5.9% |
| 30D | +17.6% | -15.3% | +32.9% | +18.9% |
| 3M | +7.5% | -32.4% | +39.9% | +10.4% |
| 6M | +18.5% | -29.5% | +48.1% | +21.0% |
| YTD | +30.9% | -53.3% | +84.3% | +36.9% |
| 1Y | +34.1% | -47.4% | +81.5% | +38.7% |
| 3Y | +135.5% | -2.2% | +137.7% | +121.4% |
| 5Y | +86.5% | -92.0% | +178.6% | +80.2% |
| All | +263.8% | -21.5% | +285.3% | +258.6% |
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 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