+61.8%
SPGI vs UPST
-15.8%
+77.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.2% | -0.9% |
| 7D | +0.3% | -4.9% | +5.2% | +0.5% |
| 30D | +18.4% | -8.9% | +27.2% | +18.9% |
| 3M | +15.7% | -26.3% | +42.0% | +17.6% |
| 6M | +17.3% | -23.7% | +41.0% | +18.6% |
| YTD | -4.7% | -49.9% | +45.2% | -1.7% |
| 1Y | +1.8% | -42.0% | +43.8% | +4.0% |
| 3Y | +31.7% | -25.3% | +57.0% | +27.2% |
| 5Y | +12.1% | -93.4% | +105.5% | +6.2% |
| All | +61.8% | -15.8% | +77.6% | +54.7% |
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