-24.5%
UPST vs SPY
+120.7%
-145.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.7% | -4.9% |
| 7D | +4.4% | +0.1% | +4.3% | +3.9% |
| 30D | -7.7% | -3.3% | -4.4% | +1.4% |
| 3M | -28.4% | -2.4% | -26.0% | -23.1% |
| 6M | -23.2% | +2.6% | -25.7% | -27.1% |
| YTD | -49.1% | +11.2% | -60.4% | -60.8% |
| 1Y | -42.4% | +13.4% | -55.7% | -57.7% |
| 3Y | +5.4% | +79.9% | -74.5% | -76.5% |
| 5Y | -92.9% | +72.2% | -165.1% | -97.8% |
| All | -24.5% | +120.7% | -145.2% | -81.9% |
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