+131.8%
SPYG vs UPST
-0.4%
+132.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.7% | -0.1% |
| 7D | +0.3% | -8.1% | +8.4% | +0.9% |
| 30D | -1.7% | -14.3% | +12.6% | -0.6% |
| 3M | +3.6% | -16.6% | +20.3% | +4.9% |
| 6M | +16.6% | -7.3% | +23.9% | +16.7% |
| YTD | +13.4% | -40.8% | +54.2% | +16.8% |
| 1Y | +19.6% | -62.4% | +82.0% | +26.6% |
| 3Y | +99.8% | -15.3% | +115.1% | +91.0% |
| 5Y | +85.0% | -91.1% | +176.0% | +76.4% |
| All | +131.8% | -0.4% | +132.2% | +119.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling