+120.7%
XLK vs UPST
-16.7%
+137.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +0.5% |
| 7D | +2.3% | -8.1% | +10.4% | +3.3% |
| 30D | +0.8% | -14.3% | +15.1% | +2.5% |
| 3M | +4.1% | -16.6% | +20.7% | +6.0% |
| 6M | +34.8% | -7.3% | +42.0% | +35.1% |
| YTD | +30.8% | -40.8% | +71.6% | +36.6% |
| 1Y | +42.4% | -62.4% | +104.8% | +54.5% |
| All | +120.7% | -16.7% | +137.4% | +114.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling