-92.9%
SPXU vs UPST
-0.4%
-92.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.0% | +5.4% | +0.7% |
| 7D | +1.3% | -8.1% | +9.4% | -0.2% |
| 30D | +5.1% | -14.3% | +19.4% | +2.5% |
| 3M | -9.1% | -16.6% | +7.5% | -11.1% |
| 6M | -29.6% | -7.3% | -22.3% | -28.6% |
| YTD | -27.7% | -40.8% | +13.1% | -31.3% |
| 1Y | -37.0% | -62.4% | +25.5% | -43.7% |
| 3Y | -80.2% | -15.3% | -64.9% | -75.8% |
| 5Y | -86.0% | -91.1% | +5.0% | -81.3% |
| All | -92.9% | -0.4% | -92.5% | -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