-93.1%
SPXS vs UPST
+7.9%
-101.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.0% |
| 7D | -0.1% | -3.5% | +3.5% | -0.7% |
| 30D | +0.8% | -7.1% | +7.9% | -0.2% |
| 3M | -4.7% | -13.1% | +8.4% | -5.9% |
| 6M | -29.6% | -1.1% | -28.5% | -27.8% |
| YTD | -29.8% | -35.9% | +6.0% | -32.4% |
| 1Y | -38.9% | -57.4% | +18.5% | -44.3% |
| 3Y | -79.6% | -14.9% | -64.7% | -75.0% |
| 5Y | -85.9% | -88.7% | +2.7% | -80.8% |
| All | -93.1% | +7.9% | -101.0% | -90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling