+120.5%
SPY vs UPST
-14.4%
+134.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.7% | +2.3% |
| 7D | +0.1% | +4.4% | -4.3% | -0.2% |
| 30D | -3.3% | -7.7% | +4.4% | -2.9% |
| 3M | -2.4% | -28.4% | +26.0% | -0.6% |
| 6M | +2.6% | -23.2% | +25.7% | +3.8% |
| YTD | +11.2% | -49.1% | +60.4% | +14.8% |
| 1Y | +13.4% | -42.4% | +55.7% | +16.1% |
| 3Y | +79.9% | +5.4% | +74.5% | +71.9% |
| 5Y | +72.2% | -92.9% | +165.1% | +66.4% |
| All | +120.5% | -14.4% | +134.9% | +111.8% |
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