+261.5%
SPG vs UPST
-14.4%
+275.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.9% |
| 7D | +5.1% | +4.4% | +0.7% | +4.7% |
| 30D | +16.8% | -7.7% | +24.5% | +17.4% |
| 3M | +5.7% | -28.4% | +34.1% | +8.1% |
| 6M | +17.8% | -23.2% | +41.0% | +19.5% |
| YTD | +30.1% | -49.1% | +79.2% | +35.2% |
| 1Y | +32.8% | -42.4% | +75.1% | +36.4% |
| 3Y | +137.2% | +5.4% | +131.9% | +121.8% |
| 5Y | +81.5% | -92.9% | +174.4% | +74.9% |
| All | +261.5% | -14.4% | +275.9% | +254.1% |
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