+69.2%
XLU vs UPST
-24.8%
+94.0%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.5% |
| 7D | +2.1% | -10.6% | +12.8% | +2.3% |
| 30D | +5.6% | -14.0% | +19.5% | +5.9% |
| 3M | +0.7% | -36.8% | +37.6% | +1.7% |
| 6M | -0.1% | -27.5% | +27.5% | +0.4% |
| YTD | +5.3% | -55.3% | +60.6% | +6.8% |
| 1Y | +2.2% | -47.5% | +49.7% | +3.1% |
| 3Y | +61.6% | -10.4% | +72.1% | +59.3% |
| 5Y | +53.6% | -92.6% | +146.2% | +49.3% |
| All | +69.2% | -24.8% | +94.0% | +71.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling