+108.8%
XLI vs UPST
-21.5%
+130.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.3% | +8.2% | +0.4% |
| 7D | -1.5% | -4.5% | +3.0% | -1.3% |
| 30D | -0.3% | -15.3% | +15.0% | +0.5% |
| 3M | -8.4% | -32.4% | +24.1% | -6.5% |
| 6M | -2.1% | -29.5% | +27.4% | -0.5% |
| YTD | +9.6% | -53.3% | +63.0% | +13.4% |
| 1Y | +10.7% | -47.4% | +58.0% | +13.6% |
| 3Y | +71.6% | -2.2% | +73.8% | +65.4% |
| 5Y | +70.8% | -92.0% | +162.8% | +67.0% |
| All | +108.8% | -21.5% | +130.3% | +95.9% |
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