+76.4%
XLC vs UPST
+7.9%
+68.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -1.1% |
| 7D | -0.8% | -3.5% | +2.7% | -0.6% |
| 30D | +1.0% | -7.1% | +8.2% | +1.5% |
| 3M | -0.7% | -13.1% | +12.4% | +0.1% |
| 6M | -5.1% | -1.1% | -4.1% | -5.6% |
| YTD | -4.3% | -35.9% | +31.6% | -2.2% |
| 1Y | -0.6% | -57.4% | +56.9% | +4.0% |
| 3Y | +72.7% | -14.9% | +87.6% | +63.6% |
| 5Y | +38.0% | -88.7% | +126.7% | +28.4% |
| All | +76.4% | +7.9% | +68.5% | +69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling