+23.5%
XLP vs UPST
-43.8%
+67.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.3% | +4.6% | -0.8% |
| 7D | +3.5% | -10.9% | +14.4% | +3.3% |
| 30D | +11.6% | -7.2% | +18.8% | +11.4% |
| 3M | +7.6% | -26.7% | +34.3% | +7.2% |
| 6M | +10.0% | -29.0% | +39.0% | +9.6% |
| YTD | +19.7% | -49.4% | +69.1% | +18.5% |
| 1Y | +23.5% | -47.0% | +70.4% | +21.5% |
| All | +23.5% | -43.8% | +67.2% | +21.5% |
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