+115.3%
XLI vs UPST
+3.8%
+111.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | -0.3% |
| 7D | +1.0% | -1.5% | +2.5% | +1.1% |
| 30D | -5.8% | -13.2% | +7.4% | -5.1% |
| 3M | +0.7% | -13.0% | +13.7% | +1.4% |
| 6M | +3.2% | -2.9% | +6.1% | +2.9% |
| YTD | +13.0% | -38.3% | +51.3% | +15.3% |
| 1Y | +16.8% | -60.5% | +77.2% | +21.6% |
| 3Y | +72.4% | -11.7% | +84.2% | +66.2% |
| 5Y | +82.8% | -90.2% | +172.9% | +76.3% |
| All | +115.3% | +3.8% | +111.5% | +99.1% |
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