+122.9%
SCHW vs UPST
+3.8%
+119.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.6% | -2.0% |
| 7D | -1.3% | -1.5% | +0.2% | -1.2% |
| 30D | -0.4% | -13.2% | +12.8% | +0.4% |
| 3M | +21.7% | -13.0% | +34.7% | +22.5% |
| 6M | +13.0% | -2.9% | +15.8% | +12.4% |
| YTD | +8.0% | -38.3% | +46.3% | +10.4% |
| 1Y | +15.8% | -60.5% | +76.3% | +21.2% |
| 3Y | +87.7% | -11.7% | +99.5% | +78.8% |
| 5Y | +59.7% | -90.2% | +149.8% | +54.5% |
| All | +122.9% | +3.8% | +119.2% | +93.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling