+111.4%
XLK vs UPST
-92.5%
+203.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.3% |
| 7D | +3.4% | -10.6% | +14.0% | +4.6% |
| 30D | -10.6% | -14.0% | +3.4% | -9.2% |
| 3M | -10.6% | -36.8% | +26.2% | -6.2% |
| 6M | -3.5% | -27.5% | +24.0% | -0.4% |
| YTD | +18.7% | -55.3% | +74.0% | +27.9% |
| 1Y | +19.4% | -47.5% | +67.0% | +26.2% |
| 3Y | +94.5% | -10.4% | +104.9% | +80.6% |
| All | +111.4% | -92.5% | +203.9% | +121.3% |
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