Here's a breakdown:
* Parenthetical phrase: A group of words that are set apart from the main sentence, often enclosed in parentheses, dashes, or commas.
* Explanatory modifier: A word or phrase that provides additional information about another part of the sentence.
In this case, the parenthetical phrase "(upset)" clarifies the intended meaning of "make." The sentence could be interpreted as asking whether the teasing caused Sidney to become upset.
The use of parentheses in this context is optional. The sentence would still be grammatically correct without the parenthetical phrase: "Did our teasing make Sidney upset?"