-33.6%
UPST vs SPY
+121.2%
-154.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +3.1% |
| 7D | -10.6% | +2.6% | -13.2% | -16.9% |
| 30D | -14.0% | -2.0% | -12.0% | -9.1% |
| 3M | -36.8% | -2.8% | -34.1% | -31.4% |
| 6M | -27.5% | +2.1% | -29.7% | -30.4% |
| YTD | -55.3% | +11.5% | -66.8% | -65.8% |
| 1Y | -47.5% | +13.5% | -61.0% | -61.5% |
| 3Y | -10.4% | +77.7% | -88.1% | -79.2% |
| 5Y | -92.6% | +72.6% | -165.2% | -97.7% |
| All | -33.6% | +121.2% | -154.8% | -84.2% |
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