-21.2%
XYL vs UPST
-59.7%
+38.5%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.8% | +6.8% | +3.3% |
| 7D | +1.8% | -1.5% | +3.3% | +1.9% |
| 30D | -9.2% | -13.2% | +4.0% | -8.2% |
| 3M | -0.3% | -13.0% | +12.7% | +0.7% |
| 6M | -11.0% | -2.9% | -8.1% | -11.8% |
| YTD | -19.2% | -38.3% | +19.1% | -16.7% |
| 1Y | -21.2% | -60.5% | +39.2% | -19.0% |
| All | -21.2% | -59.7% | +38.5% | -19.0% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling