+22.4%
XLP vs UPST
-47.3%
+69.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.3% |
| 7D | +0.7% | -4.9% | +5.6% | +0.7% |
| 30D | +10.3% | -8.9% | +19.1% | +10.1% |
| 3M | +6.5% | -26.3% | +32.9% | +6.1% |
| 6M | +8.4% | -23.7% | +32.1% | +8.0% |
| YTD | +18.2% | -49.9% | +68.1% | +16.7% |
| 1Y | +22.4% | -42.0% | +64.4% | +19.5% |
| All | +22.4% | -47.3% | +69.7% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling