+25.9%
SYY vs UPST
+7.9%
+18.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.4% | -1.2% |
| 7D | -2.3% | -3.5% | +1.2% | -2.2% |
| 30D | -4.9% | -7.1% | +2.2% | -4.8% |
| 3M | +8.4% | -13.1% | +21.5% | +8.6% |
| 6M | -7.4% | -1.1% | -6.3% | -7.5% |
| YTD | +11.0% | -35.9% | +46.8% | +11.8% |
| 1Y | -0.2% | -57.4% | +57.2% | +1.3% |
| 3Y | +23.8% | -14.9% | +38.6% | +21.0% |
| 5Y | +18.1% | -88.7% | +106.8% | +14.8% |
| All | +25.9% | +7.9% | +18.0% | +29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling