+74.5%
SCHD vs UPST
-4.9%
+79.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.4% |
| 7D | +2.7% | -10.6% | +13.3% | +3.3% |
| 30D | +7.1% | -14.0% | +21.1% | +7.9% |
| 3M | +5.7% | -36.8% | +42.6% | +8.1% |
| 6M | +15.6% | -27.5% | +43.1% | +17.0% |
| YTD | +34.9% | -55.3% | +90.2% | +39.5% |
| 1Y | +37.4% | -47.5% | +84.9% | +40.5% |
| 3Y | +74.5% | -10.4% | +85.0% | +67.0% |
| All | +74.5% | -4.9% | +79.4% | +67.0% |
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