+124.1%
XLF vs UPST
+7.9%
+116.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.9% | -0.7% |
| 7D | 0.0% | -3.5% | +3.5% | +0.2% |
| 30D | +0.2% | -7.1% | +7.3% | +0.5% |
| 3M | +11.7% | -13.1% | +24.8% | +12.4% |
| 6M | +13.8% | -1.1% | +14.9% | +13.3% |
| YTD | +7.0% | -35.9% | +42.9% | +8.9% |
| 1Y | +9.1% | -57.4% | +66.6% | +13.1% |
| 3Y | +75.6% | -14.9% | +90.5% | +69.4% |
| 5Y | +66.4% | -88.7% | +155.1% | +59.3% |
| All | +124.1% | +7.9% | +116.2% | +113.5% |
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 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