+109.7%
XLI vs UPST
-26.3%
+136.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.9% | +6.0% | -0.5% |
| 7D | +4.3% | -13.5% | +17.8% | +5.1% |
| 30D | +0.5% | -19.6% | +20.1% | +1.6% |
| 3M | -8.6% | -34.2% | +25.6% | -6.6% |
| 6M | -2.3% | -31.2% | +28.9% | -0.6% |
| YTD | +10.1% | -56.2% | +66.3% | +14.3% |
| 1Y | +11.0% | -51.7% | +62.7% | +14.5% |
| 3Y | +72.3% | -8.2% | +80.5% | +66.7% |
| 5Y | +70.8% | -92.8% | +163.6% | +67.8% |
| All | +109.7% | -26.3% | +136.0% | +97.4% |
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 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