+60.3%
SCHD vs UPST
-91.3%
+151.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | -0.1% |
| 7D | -3.1% | -12.0% | +8.9% | -2.5% |
| 30D | -0.8% | -16.0% | +15.2% | 0.0% |
| 3M | +6.2% | -17.2% | +23.4% | +7.0% |
| 6M | +11.8% | -10.9% | +22.7% | +11.9% |
| YTD | +26.0% | -42.6% | +68.6% | +28.6% |
| 1Y | +28.1% | -59.8% | +87.9% | +32.9% |
| 3Y | +54.6% | -17.9% | +72.5% | +48.1% |
| 5Y | +60.3% | -90.7% | +151.0% | +54.3% |
| All | +60.3% | -91.3% | +151.6% | +54.3% |
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