+82.7%
SAP vs UPST
-28.6%
+111.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.3% | +6.8% | +1.9% |
| 7D | +4.0% | -10.9% | +14.9% | +5.0% |
| 30D | +15.7% | -7.2% | +22.9% | +16.3% |
| 3M | +23.4% | -26.7% | +50.1% | +26.6% |
| 6M | +41.3% | -29.0% | +70.2% | +44.8% |
| YTD | +2.0% | -49.4% | +51.4% | +6.8% |
| 1Y | -5.1% | -47.0% | +41.9% | -1.1% |
| All | +82.7% | -28.6% | +111.3% | +82.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling