-61.7%
SE vs UPST
-20.9%
-40.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -3.8% |
| 7D | -7.7% | -12.1% | +4.3% | -5.6% |
| 30D | -22.8% | -13.4% | -9.4% | -21.0% |
| 3M | -43.7% | -31.2% | -12.5% | -40.1% |
| 6M | -12.8% | -28.3% | +15.5% | -8.4% |
| YTD | -42.0% | -53.0% | +11.0% | -35.1% |
| 1Y | -48.0% | -47.2% | -0.8% | -43.2% |
| 3Y | +62.7% | -1.5% | +64.2% | +34.3% |
| 5Y | -77.8% | -91.6% | +13.8% | -78.3% |
| All | -61.7% | -20.9% | -40.7% | -67.9% |
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