+123.7%
SCHW vs UPST
-1.6%
+125.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.0% | -0.2% |
| 7D | -1.9% | -8.8% | +6.9% | -1.3% |
| 30D | -1.6% | -12.1% | +10.4% | -0.9% |
| 3M | +21.3% | -19.5% | +40.8% | +22.6% |
| 6M | +16.5% | -6.8% | +23.3% | +16.3% |
| YTD | +8.4% | -41.5% | +49.9% | +11.2% |
| 1Y | +15.6% | -58.9% | +74.5% | +20.8% |
| 3Y | +86.8% | -15.2% | +102.0% | +78.5% |
| 5Y | +60.5% | -90.5% | +151.0% | +55.8% |
| All | +123.7% | -1.6% | +125.3% | +94.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling