-4.8%
UPST vs SPY
+125.2%
-130.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -0.6% |
| 7D | -3.5% | +0.1% | -3.7% | -3.8% |
| 30D | -7.1% | +0.1% | -7.2% | -6.8% |
| 3M | -13.1% | +2.0% | -15.1% | -16.6% |
| 6M | -1.1% | +13.0% | -14.1% | -28.1% |
| YTD | -35.9% | +13.5% | -49.4% | -53.4% |
| 1Y | -57.4% | +20.0% | -77.4% | -73.1% |
| 3Y | -14.9% | +77.2% | -92.1% | -79.9% |
| 5Y | -88.7% | +81.9% | -170.5% | -96.8% |
| All | -4.8% | +125.2% | -130.1% | -78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling