+85.1%
SPYG vs UPST
-88.8%
+173.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | 0.0% |
| 7D | +0.4% | -3.5% | +3.9% | +0.7% |
| 30D | -0.4% | -7.1% | +6.7% | +0.2% |
| 3M | +0.5% | -13.1% | +13.6% | +1.7% |
| 6M | +17.5% | -1.1% | +18.6% | +16.8% |
| YTD | +14.3% | -35.9% | +50.2% | +18.0% |
| 1Y | +21.7% | -57.4% | +79.1% | +29.8% |
| 3Y | +98.6% | -14.9% | +113.5% | +85.0% |
| All | +85.1% | -88.8% | +173.9% | +77.6% |
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 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