+27.6%
XLY vs UPST
-91.3%
+118.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.6% | -0.1% |
| 7D | -3.9% | -12.0% | +8.1% | -2.4% |
| 30D | -6.1% | -16.0% | +9.9% | -4.2% |
| 3M | -1.2% | -17.2% | +16.0% | +0.9% |
| 6M | -1.8% | -10.9% | +9.1% | -1.2% |
| YTD | -5.9% | -42.6% | +36.7% | -0.9% |
| 1Y | -3.1% | -59.8% | +56.7% | +5.8% |
| 3Y | +36.0% | -17.9% | +53.9% | +24.5% |
| 5Y | +27.6% | -90.7% | +118.3% | +23.2% |
| All | +27.6% | -91.3% | +118.9% | +23.2% |
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