+17.8%
SCHW vs UPST
-62.6%
+80.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +1.0% |
| 7D | -2.8% | -12.0% | +9.2% | -1.7% |
| 30D | -0.1% | -16.0% | +16.0% | +1.3% |
| 3M | +20.6% | -17.2% | +37.7% | +21.9% |
| 6M | +15.9% | -10.9% | +26.8% | +15.4% |
| YTD | +8.5% | -42.6% | +51.1% | +13.2% |
| 1Y | +17.8% | -59.8% | +77.6% | +18.6% |
| All | +17.8% | -62.6% | +80.4% | +18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling