+206.5%
XLK vs UPST
+7.9%
+198.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.4% | +0.8% |
| 7D | +0.9% | -3.5% | +4.4% | +1.2% |
| 30D | +0.7% | -7.1% | +7.9% | +1.3% |
| 3M | -2.9% | -13.1% | +10.1% | -1.9% |
| 6M | +34.3% | -1.1% | +35.3% | +33.8% |
| YTD | +30.4% | -35.9% | +66.3% | +34.0% |
| 1Y | +43.4% | -57.4% | +100.8% | +51.4% |
| 3Y | +116.8% | -14.9% | +131.7% | +106.5% |
| 5Y | +144.0% | -88.7% | +232.7% | +130.8% |
| All | +206.5% | +7.9% | +198.6% | +185.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling