+5.9%
SCHG vs UPST
-48.7%
+54.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.4% | -8.2% | -0.2% |
| 7D | -2.5% | -3.1% | +0.6% | -2.2% |
| 30D | -5.4% | -4.0% | -1.5% | -5.1% |
| 3M | -2.2% | -22.9% | +20.7% | +1.4% |
| 6M | +5.2% | -27.1% | +32.3% | +9.3% |
| YTD | +6.8% | -46.5% | +53.3% | +13.1% |
| 1Y | +5.9% | -49.4% | +55.4% | +12.5% |
| All | +5.9% | -48.7% | +54.6% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling