+78.9%
SCHG vs UPST
-4.9%
+83.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -1.0% |
| 7D | +2.7% | -10.6% | +13.4% | +3.9% |
| 30D | -5.2% | -14.0% | +8.8% | -3.8% |
| 3M | -5.2% | -36.8% | +31.7% | -0.7% |
| 6M | -0.6% | -27.5% | +26.9% | +2.3% |
| YTD | +4.7% | -55.3% | +60.0% | +12.0% |
| 1Y | +6.0% | -47.5% | +53.6% | +11.5% |
| 3Y | +78.9% | -10.4% | +89.4% | +80.2% |
| All | +78.9% | -4.9% | +83.8% | +80.2% |
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