+120.1%
XLF vs UPST
-0.4%
+120.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | -0.2% |
| 7D | -1.0% | -8.1% | +7.1% | -0.6% |
| 30D | -1.3% | -14.3% | +13.0% | -0.5% |
| 3M | +9.1% | -16.6% | +25.8% | +10.1% |
| 6M | +14.4% | -7.3% | +21.6% | +14.3% |
| YTD | +5.1% | -40.8% | +45.9% | +7.4% |
| 1Y | +8.6% | -62.4% | +71.1% | +13.4% |
| 3Y | +74.4% | -15.3% | +89.7% | +68.5% |
| 5Y | +64.4% | -91.1% | +155.4% | +58.2% |
| All | +120.1% | -0.4% | +120.5% | +110.7% |
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