+179.0%
XLK vs UPST
-24.8%
+203.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.2% |
| 7D | +3.4% | -10.6% | +14.0% | +4.3% |
| 30D | -10.6% | -14.0% | +3.4% | -9.5% |
| 3M | -10.6% | -36.8% | +26.2% | -7.3% |
| 6M | -3.5% | -27.5% | +24.0% | -1.2% |
| YTD | +18.7% | -55.3% | +74.0% | +25.5% |
| 1Y | +19.4% | -47.5% | +67.0% | +24.6% |
| 3Y | +94.5% | -10.4% | +104.9% | +86.2% |
| 5Y | +111.2% | -92.6% | +203.8% | +105.8% |
| All | +179.0% | -24.8% | +203.7% | +167.6% |
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