+104.9%
UPST vs BOXX
+18.4%
+86.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -12.0% | 0.0% | -12.0% | -12.3% |
| 30D | -16.0% | +0.3% | -16.3% | -17.9% |
| 3M | -17.2% | +1.0% | -18.1% | -23.6% |
| 6M | -10.9% | +1.9% | -12.8% | -24.8% |
| YTD | -42.6% | +2.6% | -45.2% | -54.3% |
| 1Y | -59.8% | +4.0% | -63.8% | -70.9% |
| 3Y | -17.9% | +14.6% | -32.5% | -72.3% |
| All | +104.9% | +18.4% | +86.5% | -82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling