+48.2%
XLY vs UPST
-1.6%
+49.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.7% |
| 7D | -1.7% | -8.8% | +7.1% | -0.9% |
| 30D | -4.2% | -12.1% | +7.9% | -3.1% |
| 3M | -2.7% | -19.5% | +16.8% | -0.9% |
| 6M | -0.6% | -6.8% | +6.2% | -0.6% |
| YTD | -5.0% | -41.5% | +36.5% | -1.4% |
| 1Y | -4.1% | -58.9% | +54.8% | +2.2% |
| 3Y | +33.6% | -15.2% | +48.8% | +26.0% |
| 5Y | +28.7% | -90.5% | +119.3% | +21.2% |
| All | +48.2% | -1.6% | +49.7% | +37.1% |
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