+107.0%
SCHD vs UPST
-24.8%
+131.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.4% |
| 7D | +2.7% | -10.6% | +13.3% | +3.1% |
| 30D | +7.1% | -14.0% | +21.1% | +7.7% |
| 3M | +5.7% | -36.8% | +42.6% | +7.5% |
| 6M | +15.6% | -27.5% | +43.1% | +16.7% |
| YTD | +34.9% | -55.3% | +90.2% | +38.3% |
| 1Y | +37.4% | -47.5% | +84.9% | +39.8% |
| 3Y | +74.5% | -10.4% | +85.0% | +69.6% |
| 5Y | +63.7% | -92.6% | +156.3% | +59.5% |
| All | +107.0% | -24.8% | +131.7% | +96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling