-61.0%
SE vs UPST
-24.8%
-36.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.7% |
| 7D | -0.5% | -10.6% | +10.2% | +1.4% |
| 30D | -20.9% | -14.0% | -6.9% | -19.0% |
| 3M | -38.9% | -36.8% | -2.0% | -33.9% |
| 6M | -19.4% | -27.5% | +8.1% | -15.5% |
| YTD | -40.9% | -55.3% | +14.3% | -33.4% |
| 1Y | -46.2% | -47.5% | +1.4% | -41.2% |
| 3Y | +63.7% | -10.4% | +74.2% | +37.6% |
| 5Y | -77.9% | -92.6% | +14.7% | -78.2% |
| All | -61.0% | -24.8% | -36.2% | -67.0% |
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 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