-35.0%
UPST vs SPY
+122.0%
-157.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.5% | -5.9% |
| 7D | -13.5% | +3.3% | -16.8% | -21.0% |
| 30D | -19.6% | -2.7% | -17.0% | -13.2% |
| 3M | -34.2% | -1.7% | -32.4% | -30.5% |
| 6M | -31.2% | +3.1% | -34.3% | -35.6% |
| YTD | -56.2% | +11.9% | -68.1% | -66.8% |
| 1Y | -51.7% | +12.0% | -63.7% | -63.2% |
| 3Y | -8.2% | +78.2% | -86.4% | -78.9% |
| 5Y | -92.8% | +73.2% | -166.0% | -97.8% |
| All | -35.0% | +122.0% | -157.0% | -84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling