+83.9%
SCHG vs UPST
-91.3%
+175.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.6% | -0.1% |
| 7D | -2.7% | -12.0% | +9.3% | -1.4% |
| 30D | -2.2% | -16.0% | +13.8% | -0.4% |
| 3M | +6.2% | -17.2% | +23.3% | +8.1% |
| 6M | +13.4% | -10.9% | +24.2% | +13.9% |
| YTD | +7.1% | -42.6% | +49.7% | +12.2% |
| 1Y | +12.5% | -59.8% | +72.3% | +21.8% |
| 3Y | +86.2% | -17.9% | +104.1% | +72.0% |
| 5Y | +83.9% | -90.7% | +174.7% | +78.7% |
| All | +83.9% | -91.3% | +175.2% | +78.7% |
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