+41.3%
SAP vs UPST
-31.6%
+72.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.3% | +6.8% | +2.3% |
| 7D | +4.0% | -10.9% | +14.9% | +5.7% |
| 30D | +15.7% | -7.2% | +22.9% | +16.6% |
| 3M | +23.4% | -26.7% | +50.1% | +29.4% |
| 6M | +41.3% | -29.0% | +70.2% | +47.9% |
| All | +41.3% | -31.6% | +72.9% | +47.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling