+30.0%
XLB vs UPST
-91.7%
+121.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.3% |
| 7D | -1.6% | -12.1% | +10.4% | -0.7% |
| 30D | +7.2% | -13.4% | +20.7% | +8.2% |
| 3M | 0.0% | -31.2% | +31.3% | +2.5% |
| 6M | +2.3% | -28.3% | +30.6% | +4.2% |
| YTD | +18.4% | -53.0% | +71.4% | +23.5% |
| 1Y | +23.3% | -47.2% | +70.5% | +27.3% |
| 3Y | +45.2% | -1.5% | +46.7% | +36.1% |
| All | +30.0% | -91.7% | +121.6% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 5y: compounded portfolio wealth divided by compounded UPST 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…
5y analysis · Full analysis span regression · 6 months rolling