+6.7%
XME vs UPST
-48.7%
+55.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +9.4% | -10.4% | -3.0% |
| 7D | -5.5% | -3.1% | -2.3% | -4.9% |
| 30D | -11.1% | -4.0% | -7.1% | -10.6% |
| 3M | -11.1% | -22.9% | +11.7% | -6.5% |
| 6M | -18.0% | -27.1% | +9.1% | -13.3% |
| YTD | -7.4% | -46.5% | +39.2% | +1.8% |
| 1Y | +6.7% | -49.4% | +56.1% | +18.1% |
| All | +6.7% | -48.7% | +55.4% | +18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling