+127.2%
XLF vs UPST
-24.8%
+151.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.7% |
| 7D | +2.7% | -10.6% | +13.3% | +3.3% |
| 30D | +7.6% | -14.0% | +21.6% | +8.4% |
| 3M | +1.1% | -36.8% | +37.9% | +3.5% |
| 6M | +15.9% | -27.5% | +43.4% | +17.5% |
| YTD | +8.4% | -55.3% | +63.7% | +12.4% |
| 1Y | +12.5% | -47.5% | +60.1% | +15.5% |
| 3Y | +81.6% | -10.4% | +92.0% | +75.7% |
| 5Y | +59.3% | -92.6% | +151.9% | +55.4% |
| All | +127.2% | -24.8% | +151.9% | +120.5% |
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