+63.7%
SPGI vs UPST
-21.5%
+85.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.3% | +8.8% | +1.0% |
| 7D | +1.6% | -4.5% | +6.1% | +1.8% |
| 30D | +16.1% | -15.3% | +31.4% | +17.1% |
| 3M | +15.5% | -32.4% | +47.9% | +17.9% |
| 6M | +19.6% | -29.5% | +49.2% | +21.5% |
| YTD | -3.6% | -53.3% | +49.7% | -0.1% |
| 1Y | +2.2% | -47.4% | +49.6% | +5.0% |
| 3Y | +30.1% | -2.2% | +32.3% | +24.3% |
| 5Y | +14.9% | -92.0% | +107.0% | +9.3% |
| All | +63.7% | -21.5% | +85.2% | +57.2% |
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