+71.5%
XLC vs UPST
-20.9%
+92.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | 0.0% | +0.7% |
| 7D | +3.5% | -12.1% | +15.5% | +4.4% |
| 30D | -2.6% | -13.4% | +10.9% | -1.7% |
| 3M | -2.1% | -31.2% | +29.1% | +0.3% |
| 6M | -5.5% | -28.3% | +22.9% | -3.7% |
| YTD | -6.9% | -53.0% | +46.1% | -3.0% |
| 1Y | -3.7% | -47.2% | +43.5% | -0.6% |
| 3Y | +64.2% | -1.5% | +65.7% | +54.7% |
| 5Y | +43.0% | -91.6% | +134.7% | +35.7% |
| All | +71.5% | -20.9% | +92.5% | +68.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling