-92.8%
SPXS vs UPST
-26.3%
-66.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.9% | +7.9% | -0.2% |
| 7D | -9.5% | -13.5% | +4.0% | -11.7% |
| 30D | +7.4% | -19.6% | +27.0% | +4.0% |
| 3M | +6.1% | -34.2% | +40.3% | -0.4% |
| 6M | -7.3% | -31.2% | +23.9% | -11.1% |
| YTD | -26.7% | -56.2% | +29.5% | -33.5% |
| 1Y | -26.2% | -51.7% | +25.5% | -31.4% |
| 3Y | -80.3% | -8.2% | -72.1% | -76.0% |
| 5Y | -83.4% | -92.8% | +9.3% | -78.7% |
| All | -92.8% | -26.3% | -66.4% | -90.6% |
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