+11.2%
SPYG vs UPST
-48.7%
+59.9%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.4% | -8.2% | -0.2% |
| 7D | -2.8% | -3.1% | +0.4% | -2.4% |
| 30D | -6.2% | -4.0% | -2.2% | -5.8% |
| 3M | -3.6% | -22.9% | +19.3% | -0.2% |
| 6M | +4.8% | -27.1% | +31.9% | +8.8% |
| YTD | +11.0% | -46.5% | +57.5% | +17.1% |
| 1Y | +11.2% | -49.4% | +60.7% | +17.6% |
| All | +11.2% | -48.7% | +59.9% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling