-10.4%
UPST vs SPY
+78.1%
-88.5%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +3.1% |
| 7D | -10.6% | +2.6% | -13.2% | -16.6% |
| 30D | -14.0% | -2.0% | -12.0% | -9.2% |
| 3M | -36.8% | -2.8% | -34.1% | -31.5% |
| 6M | -27.5% | +2.1% | -29.7% | -30.2% |
| YTD | -55.3% | +11.5% | -66.8% | -65.3% |
| 1Y | -47.5% | +13.5% | -61.0% | -60.9% |
| 3Y | -10.4% | +77.7% | -88.1% | -86.3% |
| All | -10.4% | +78.1% | -88.5% | -86.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling