+126.0%
SPG vs UPST
-29.4%
+155.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +2.0% | +0.9% |
| 7D | +4.9% | -4.9% | +9.8% | +5.3% |
| 30D | +15.6% | -8.9% | +24.5% | +16.4% |
| 3M | +4.1% | -26.3% | +30.4% | +6.6% |
| 6M | +13.6% | -23.7% | +37.3% | +15.5% |
| YTD | +27.5% | -49.9% | +77.5% | +33.7% |
| 1Y | +32.2% | -42.0% | +74.2% | +36.2% |
| 3Y | +126.0% | -25.3% | +151.3% | +115.6% |
| All | +126.0% | -29.4% | +155.4% | +115.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling