-49.4%
UPST vs BOXX
+4.1%
-53.5%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | 0.0% | +9.4% | +9.2% |
| 7D | -3.1% | +0.1% | -3.2% | -3.6% |
| 30D | -4.0% | +0.4% | -4.3% | -5.4% |
| 3M | -22.9% | +1.0% | -23.9% | -28.2% |
| 6M | -27.1% | +2.0% | -29.1% | -42.3% |
| YTD | -46.5% | +3.3% | -49.8% | -70.7% |
| 1Y | -49.4% | +4.1% | -53.5% | -79.4% |
| All | -49.4% | +4.1% | -53.5% | -79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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