+279.3%
XME vs UPST
+3.8%
+275.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.8% | +4.9% | +1.5% |
| 7D | +3.6% | -1.5% | +5.1% | +3.7% |
| 30D | +3.6% | -13.2% | +16.9% | +4.9% |
| 3M | +1.2% | -13.0% | +14.2% | +2.3% |
| 6M | +9.0% | -2.9% | +11.9% | +8.8% |
| YTD | +15.9% | -38.3% | +54.2% | +19.7% |
| 1Y | +43.2% | -60.5% | +103.6% | +52.5% |
| 3Y | +137.4% | -11.7% | +149.1% | +126.4% |
| 5Y | +185.0% | -90.2% | +275.2% | +173.1% |
| All | +279.3% | +3.8% | +275.6% | +255.0% |
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