+146.6%
XLK vs UPST
-90.0%
+236.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.8% | +4.1% | +0.7% |
| 7D | +2.3% | -1.5% | +3.8% | +2.5% |
| 30D | -0.1% | -13.2% | +13.2% | +1.4% |
| 3M | +2.1% | -13.0% | +15.1% | +3.5% |
| 6M | +37.2% | -2.9% | +40.1% | +36.7% |
| YTD | +30.8% | -38.3% | +69.1% | +36.2% |
| 1Y | +42.6% | -60.5% | +103.1% | +54.6% |
| 3Y | +121.8% | -11.7% | +133.6% | +104.9% |
| All | +146.6% | -90.0% | +236.6% | +140.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling