+66.0%
SPOT vs UPST
+3.8%
+62.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.8% | +1.3% | -2.1% |
| 7D | -2.9% | -1.5% | -1.4% | -2.7% |
| 30D | +8.3% | -13.2% | +21.5% | +10.0% |
| 3M | +5.1% | -13.0% | +18.0% | +6.4% |
| 6M | -6.5% | -2.9% | -3.6% | -7.1% |
| YTD | -9.0% | -38.3% | +29.3% | -5.0% |
| 1Y | -26.4% | -60.5% | +34.0% | -19.7% |
| 3Y | +240.0% | -11.7% | +251.8% | +204.5% |
| 5Y | +111.7% | -90.2% | +201.9% | +99.1% |
| All | +66.0% | +3.8% | +62.2% | +28.1% |
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 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