+47.5%
XLY vs UPST
-0.4%
+47.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -1.0% |
| 7D | -2.1% | -8.1% | +6.0% | -1.3% |
| 30D | -6.0% | -14.3% | +8.3% | -4.8% |
| 3M | -2.7% | -16.6% | +13.9% | -1.3% |
| 6M | -1.5% | -7.3% | +5.8% | -1.4% |
| YTD | -5.4% | -40.8% | +35.4% | -1.9% |
| 1Y | -3.8% | -62.4% | +58.6% | +3.3% |
| 3Y | +36.6% | -15.3% | +51.9% | +28.8% |
| 5Y | +27.4% | -91.1% | +118.4% | +19.9% |
| All | +47.5% | -0.4% | +47.9% | +36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling