+14.8%
SPYM vs UPST
-48.7%
+63.5%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.4% | -7.7% | +0.6% |
| 7D | -0.7% | -3.1% | +2.4% | -0.5% |
| 30D | -1.1% | -4.0% | +2.9% | -0.8% |
| 3M | -0.3% | -22.9% | +22.6% | +2.3% |
| 6M | +7.3% | -27.1% | +34.5% | +10.4% |
| YTD | +13.4% | -46.5% | +59.9% | +18.3% |
| 1Y | +14.8% | -49.4% | +64.3% | +20.1% |
| All | +14.8% | -48.7% | +63.5% | +20.1% |
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