+42.7%
XLP vs UPST
-93.2%
+135.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.3% | +4.6% | -0.7% |
| 7D | +3.5% | -10.9% | +14.4% | +3.7% |
| 30D | +11.6% | -7.2% | +18.8% | +11.7% |
| 3M | +7.6% | -26.7% | +34.3% | +8.2% |
| 6M | +10.0% | -29.0% | +39.0% | +10.5% |
| YTD | +19.7% | -49.4% | +69.1% | +20.8% |
| 1Y | +23.5% | -47.0% | +70.4% | +24.4% |
| 3Y | +44.0% | -27.0% | +70.9% | +41.4% |
| 5Y | +42.7% | -93.3% | +136.0% | +37.7% |
| All | +42.7% | -93.2% | +135.9% | +37.7% |
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 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