+113.0%
SPOT vs UPST
-88.8%
+201.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.5% | -2.9% |
| 7D | -0.9% | -3.5% | +2.6% | -0.4% |
| 30D | +12.5% | -7.1% | +19.6% | +13.5% |
| 3M | +9.9% | -13.1% | +23.0% | +11.5% |
| 6M | +1.6% | -1.1% | +2.7% | +0.4% |
| YTD | -6.6% | -35.9% | +29.3% | -2.3% |
| 1Y | -22.9% | -57.4% | +34.5% | -15.2% |
| 3Y | +244.3% | -14.9% | +259.1% | +198.1% |
| All | +113.0% | -88.8% | +201.7% | +114.3% |
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 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