-8.4%
UPST vs SPY
+124.0%
-132.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -2.3% |
| 7D | -1.5% | +0.5% | -2.0% | -2.9% |
| 30D | -13.2% | -0.9% | -12.3% | -10.5% |
| 3M | -13.0% | +3.9% | -16.9% | -20.8% |
| 6M | -2.9% | +14.5% | -17.4% | -31.9% |
| YTD | -38.3% | +12.9% | -51.2% | -54.4% |
| 1Y | -60.5% | +19.4% | -79.8% | -74.7% |
| 3Y | -11.7% | +78.5% | -90.2% | -79.6% |
| 5Y | -90.2% | +81.8% | -171.9% | -97.2% |
| All | -8.4% | +124.0% | -132.5% | -79.0% |
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