+64.2%
SPOT vs UPST
-0.4%
+64.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +3.0% | -0.6% |
| 7D | -6.5% | -8.1% | +1.6% | -5.6% |
| 30D | +2.2% | -14.3% | +16.5% | +4.0% |
| 3M | +5.4% | -16.6% | +22.0% | +7.3% |
| 6M | -4.0% | -7.3% | +3.3% | -4.1% |
| YTD | -9.9% | -40.8% | +30.9% | -5.6% |
| 1Y | -27.3% | -62.4% | +35.2% | -20.1% |
| 3Y | +236.4% | -15.3% | +251.7% | +202.7% |
| 5Y | +112.6% | -91.1% | +203.7% | +101.5% |
| All | +64.2% | -0.4% | +64.6% | +27.3% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling