+0.9%
SCHG vs UPST
-32.6%
+33.5%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.9% | +6.6% | +1.0% |
| 7D | +4.6% | -13.5% | +18.1% | +7.4% |
| 30D | -6.2% | -19.6% | +13.4% | -2.5% |
| 3M | -3.5% | -34.2% | +30.7% | +4.0% |
| 6M | +0.9% | -31.2% | +32.2% | +7.3% |
| All | +0.9% | -32.6% | +33.5% | +7.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling