+16.0%
SPGI vs UPST
-92.2%
+108.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | +0.3% |
| 7D | -1.4% | -12.1% | +10.7% | -0.4% |
| 30D | +15.3% | -13.4% | +28.7% | +16.4% |
| 3M | +16.5% | -31.2% | +47.7% | +19.7% |
| 6M | +19.8% | -28.3% | +48.2% | +22.3% |
| YTD | -3.2% | -53.0% | +49.7% | +1.5% |
| 1Y | +1.8% | -47.2% | +49.0% | +5.6% |
| 3Y | +30.6% | -1.5% | +32.1% | +20.6% |
| 5Y | +16.0% | -91.6% | +107.7% | +14.1% |
| All | +16.0% | -92.2% | +108.3% | +14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling