+66.8%
SE vs UPST
-0.8%
+67.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.3% | +6.8% | -0.5% |
| 7D | 0.0% | -4.5% | +4.5% | +0.6% |
| 30D | -19.4% | -15.3% | -4.1% | -17.9% |
| 3M | -33.1% | -32.4% | -0.7% | -30.2% |
| 6M | -11.4% | -29.5% | +18.1% | -8.3% |
| YTD | -39.8% | -53.3% | +13.5% | -35.4% |
| 1Y | -50.5% | -47.4% | -3.1% | -47.5% |
| All | +66.8% | -0.8% | +67.6% | +89.3% |
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