-60.8%
SE vs UPST
-15.8%
-45.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.3% | +0.3% |
| 7D | +2.0% | -4.9% | +6.9% | +2.9% |
| 30D | -20.0% | -8.9% | -11.1% | -18.8% |
| 3M | -31.8% | -26.3% | -5.5% | -28.2% |
| 6M | -15.9% | -23.7% | +7.9% | -12.6% |
| YTD | -40.6% | -49.9% | +9.3% | -34.3% |
| 1Y | -50.7% | -42.0% | -8.7% | -47.1% |
| 3Y | +70.3% | -25.3% | +95.6% | +47.6% |
| 5Y | -78.8% | -93.4% | +14.6% | -79.2% |
| All | -60.8% | -15.8% | -45.0% | -67.5% |
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