+80.7%
SAP vs UPST
-92.5%
+173.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.8% | +0.2% |
| 7D | +0.6% | -10.6% | +11.3% | +1.5% |
| 30D | +6.5% | -14.0% | +20.5% | +7.7% |
| 3M | +12.2% | -36.8% | +49.1% | +16.4% |
| 6M | +46.1% | -27.5% | +73.6% | +49.3% |
| YTD | -1.6% | -55.3% | +53.7% | +4.0% |
| 1Y | -5.1% | -47.5% | +42.4% | -1.1% |
| 3Y | +68.4% | -10.4% | +78.8% | +59.0% |
| All | +80.7% | -92.5% | +173.2% | +74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling