+107.8%
SAP vs UPST
-24.8%
+132.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.8% | +0.2% |
| 7D | +0.6% | -10.6% | +11.3% | +1.3% |
| 30D | +6.5% | -14.0% | +20.5% | +7.4% |
| 3M | +12.2% | -36.8% | +49.1% | +15.3% |
| 6M | +46.1% | -27.5% | +73.6% | +48.5% |
| YTD | -1.6% | -55.3% | +53.7% | +2.5% |
| 1Y | -5.1% | -47.5% | +42.4% | -2.1% |
| 3Y | +68.4% | -10.4% | +78.8% | +62.9% |
| 5Y | +79.4% | -92.6% | +172.0% | +74.3% |
| All | +107.8% | -24.8% | +132.5% | +98.4% |
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