+106.5%
SAP vs UPST
-15.8%
+122.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -4.1% |
| 7D | -0.7% | -4.9% | +4.2% | -0.4% |
| 30D | +11.1% | -8.9% | +20.0% | +11.6% |
| 3M | +17.0% | -26.3% | +43.4% | +19.1% |
| 6M | +34.8% | -23.7% | +58.6% | +36.7% |
| YTD | -2.2% | -49.9% | +47.7% | +1.2% |
| 1Y | -6.4% | -42.0% | +35.5% | -4.1% |
| 3Y | +75.1% | -25.3% | +100.4% | +70.4% |
| 5Y | +69.8% | -93.4% | +163.2% | +64.1% |
| All | +106.5% | -15.8% | +122.3% | +95.8% |
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