+62.0%
SPGI vs UPST
-26.3%
+88.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.9% | +5.5% | -1.0% |
| 7D | -0.8% | -13.5% | +12.7% | 0.0% |
| 30D | +14.3% | -19.6% | +33.9% | +15.6% |
| 3M | +14.5% | -34.2% | +48.7% | +17.1% |
| 6M | +17.3% | -31.2% | +48.5% | +19.3% |
| YTD | -4.6% | -56.2% | +51.6% | -0.8% |
| 1Y | +0.8% | -51.7% | +52.4% | +4.0% |
| 3Y | +28.8% | -8.2% | +37.0% | +23.4% |
| 5Y | +14.0% | -92.8% | +106.7% | +8.8% |
| All | +62.0% | -26.3% | +88.3% | +56.1% |
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