+85.6%
SCHW vs UPST
-16.7%
+102.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | 0.0% |
| 7D | -1.6% | -8.1% | +6.5% | -0.9% |
| 30D | -1.1% | -14.3% | +13.2% | +0.2% |
| 3M | +20.4% | -16.6% | +37.0% | +21.8% |
| 6M | +13.6% | -7.3% | +20.9% | +13.3% |
| YTD | +7.7% | -40.8% | +48.5% | +11.4% |
| 1Y | +15.2% | -62.4% | +77.6% | +23.2% |
| All | +85.6% | -16.7% | +102.3% | +71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling