-79.2%
SPXS vs UPST
-29.4%
-49.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -1.1% |
| 7D | +7.5% | -4.9% | +12.4% | +6.6% |
| 30D | +17.5% | -8.9% | +26.4% | +15.8% |
| 3M | +14.7% | -26.3% | +41.0% | +8.1% |
| 6M | -0.1% | -23.7% | +23.6% | -3.5% |
| YTD | -19.7% | -49.9% | +30.2% | -27.3% |
| 1Y | -23.6% | -42.0% | +18.4% | -27.8% |
| 3Y | -79.2% | -25.3% | -53.9% | -76.6% |
| All | -79.2% | -29.4% | -49.8% | -76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling