-3.7%
XLC vs UPST
-48.7%
+45.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.3% | +8.6% | +1.3% |
| 7D | +6.2% | -4.5% | +10.7% | +6.7% |
| 30D | -2.4% | -15.3% | +12.9% | -0.9% |
| 3M | -3.3% | -32.4% | +29.1% | +0.2% |
| 6M | -7.3% | -29.5% | +22.2% | -4.5% |
| YTD | -7.6% | -53.3% | +45.7% | -3.1% |
| 1Y | -3.7% | -47.4% | +43.7% | -0.8% |
| All | -3.7% | -48.7% | +45.0% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling