-47.2%
UPST vs SPY
+13.0%
-60.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | -2.8% |
| 7D | -12.1% | -0.9% | -11.1% | -10.1% |
| 30D | -13.4% | -2.4% | -11.1% | -7.2% |
| 3M | -31.2% | -1.2% | -30.1% | -28.5% |
| 6M | -28.3% | +3.3% | -31.6% | -33.4% |
| YTD | -53.0% | +12.3% | -65.3% | -64.8% |
| 1Y | -47.2% | +12.4% | -59.6% | -60.5% |
| All | -47.2% | +13.0% | -60.1% | -60.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling