-93.0%
SPXS vs UPST
+3.8%
-96.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.8% | +5.5% | +0.9% |
| 7D | -1.5% | -1.5% | 0.0% | -1.8% |
| 30D | +3.7% | -13.2% | +16.9% | +1.3% |
| 3M | -9.6% | -13.0% | +3.4% | -10.8% |
| 6M | -32.4% | -2.9% | -29.5% | -30.8% |
| YTD | -28.7% | -38.3% | +9.6% | -31.7% |
| 1Y | -38.1% | -60.5% | +22.4% | -44.2% |
| 3Y | -80.1% | -11.7% | -68.4% | -75.5% |
| 5Y | -85.9% | -90.2% | +4.3% | -80.9% |
| All | -93.0% | +3.8% | -96.7% | -90.3% |
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 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