+115.4%
SPY vs UPST
-15.8%
+131.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | -2.7% | -4.9% | +2.2% | -2.4% |
| 30D | -5.4% | -8.9% | +3.5% | -4.9% |
| 3M | -4.1% | -26.3% | +22.2% | -2.5% |
| 6M | +0.7% | -23.7% | +24.4% | +2.0% |
| YTD | +8.7% | -49.9% | +58.6% | +12.3% |
| 1Y | +10.9% | -42.0% | +52.9% | +13.5% |
| 3Y | +75.0% | -25.3% | +100.3% | +69.8% |
| 5Y | +67.8% | -93.4% | +161.2% | +62.3% |
| All | +115.4% | -15.8% | +131.2% | +107.1% |
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