+69.6%
XLC vs UPST
-14.4%
+84.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.8% | +2.3% |
| 7D | +7.1% | +4.4% | +2.7% | +6.7% |
| 30D | -2.7% | -7.7% | +4.9% | -2.3% |
| 3M | -3.2% | -28.4% | +25.3% | -1.1% |
| 6M | -7.7% | -23.2% | +15.5% | -6.3% |
| YTD | -8.0% | -49.1% | +41.2% | -4.6% |
| 1Y | -3.1% | -42.4% | +39.3% | -0.5% |
| 3Y | +64.9% | +5.4% | +59.5% | +54.7% |
| 5Y | +39.5% | -92.9% | +132.4% | +31.8% |
| All | +69.6% | -14.4% | +84.0% | +65.6% |
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