+125.0%
SPY vs UPST
+7.9%
+117.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | -0.3% |
| 7D | +0.1% | -3.5% | +3.7% | +0.3% |
| 30D | +0.1% | -7.1% | +7.2% | +0.4% |
| 3M | +2.0% | -13.1% | +15.1% | +2.7% |
| 6M | +13.0% | -1.1% | +14.1% | +12.6% |
| YTD | +13.5% | -35.9% | +49.4% | +15.7% |
| 1Y | +20.0% | -57.4% | +77.4% | +24.8% |
| 3Y | +77.2% | -14.9% | +92.1% | +70.3% |
| 5Y | +81.9% | -88.7% | +170.5% | +73.2% |
| All | +125.0% | +7.9% | +117.1% | +113.4% |
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