+54.8%
XLF vs UPST
-93.6%
+148.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | +1.2% | -4.9% | +6.1% | +1.5% |
| 30D | +6.3% | -8.9% | +15.2% | +7.0% |
| 3M | -0.8% | -26.3% | +25.5% | +1.2% |
| 6M | +11.0% | -23.7% | +34.8% | +12.6% |
| YTD | +5.6% | -49.9% | +55.6% | +9.8% |
| 1Y | +10.8% | -42.0% | +52.8% | +13.8% |
| 3Y | +77.8% | -25.3% | +103.1% | +70.4% |
| All | +54.8% | -93.6% | +148.4% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling