+73.2%
SPY vs UPST
-92.2%
+165.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.9% | +6.5% | +0.2% |
| 7D | +3.3% | -13.5% | +16.8% | +4.5% |
| 30D | -2.7% | -19.6% | +17.0% | -1.1% |
| 3M | -1.7% | -34.2% | +32.4% | +1.4% |
| 6M | +3.1% | -31.2% | +34.3% | +5.7% |
| YTD | +11.9% | -56.2% | +68.1% | +18.2% |
| 1Y | +12.0% | -51.7% | +63.7% | +17.1% |
| 3Y | +78.2% | -8.2% | +86.4% | +67.5% |
| 5Y | +73.2% | -92.8% | +166.0% | +76.4% |
| All | +73.2% | -92.2% | +165.5% | +76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling