+63.8%
SPGI vs UPST
-24.8%
+88.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.1% | +1.0% |
| 7D | +1.2% | -10.6% | +11.9% | +1.9% |
| 30D | +15.9% | -14.0% | +29.9% | +16.8% |
| 3M | +12.3% | -36.8% | +49.1% | +15.1% |
| 6M | +23.7% | -27.5% | +51.2% | +25.4% |
| YTD | -3.5% | -55.3% | +51.7% | +0.1% |
| 1Y | +0.4% | -47.5% | +48.0% | +3.2% |
| 3Y | +29.9% | -10.4% | +40.3% | +24.7% |
| 5Y | +15.2% | -92.6% | +107.8% | +9.8% |
| All | +63.8% | -24.8% | +88.5% | +57.6% |
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 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