+19.3%
SYY vs UPST
-90.2%
+109.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.6% | -0.1% |
| 7D | -2.8% | -1.5% | -1.3% | -2.7% |
| 30D | -5.3% | -13.2% | +7.9% | -4.8% |
| 3M | +5.1% | -13.0% | +18.1% | +5.5% |
| 6M | -5.0% | -2.9% | -2.1% | -5.2% |
| YTD | +10.7% | -38.3% | +49.0% | +12.1% |
| 1Y | +0.7% | -60.5% | +61.1% | +3.4% |
| 3Y | +24.0% | -11.7% | +35.8% | +18.9% |
| 5Y | +19.3% | -90.2% | +109.4% | +24.2% |
| All | +19.3% | -90.2% | +109.5% | +24.2% |
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