+78.0%
SPYM vs UPST
-4.9%
+82.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.6% |
| 7D | +2.6% | -10.6% | +13.2% | +3.5% |
| 30D | -2.0% | -14.0% | +12.0% | -0.9% |
| 3M | -2.8% | -36.8% | +34.1% | +0.8% |
| 6M | +2.2% | -27.5% | +29.7% | +4.4% |
| YTD | +11.5% | -55.3% | +66.8% | +17.6% |
| 1Y | +13.5% | -47.5% | +61.1% | +18.0% |
| 3Y | +78.0% | -10.4% | +88.5% | +76.4% |
| All | +78.0% | -4.9% | +82.9% | +76.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling