+207.1%
XLK vs UPST
-1.6%
+208.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.6% | +1.2% |
| 7D | +0.2% | -8.8% | +9.0% | +1.0% |
| 30D | -0.6% | -12.1% | +11.4% | +0.4% |
| 3M | +2.6% | -19.5% | +22.1% | +4.3% |
| 6M | +34.0% | -6.8% | +40.8% | +34.1% |
| YTD | +30.7% | -41.5% | +72.2% | +35.3% |
| 1Y | +39.2% | -58.9% | +98.0% | +47.5% |
| 3Y | +120.4% | -15.2% | +135.6% | +110.2% |
| 5Y | +148.8% | -90.5% | +239.3% | +137.3% |
| All | +207.1% | -1.6% | +208.7% | +188.5% |
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 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