-41.9%
SE vs UPST
+7.9%
-49.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.6% |
| 7D | -6.1% | -3.5% | -2.5% | -5.5% |
| 30D | -2.5% | -7.1% | +4.7% | -1.3% |
| 3M | +21.7% | -13.1% | +34.8% | +24.4% |
| 6M | +27.0% | -1.1% | +28.1% | +25.7% |
| YTD | -12.1% | -35.9% | +23.7% | -6.8% |
| 1Y | -40.9% | -57.4% | +16.5% | -33.3% |
| 3Y | +191.0% | -14.9% | +205.9% | +146.7% |
| 5Y | -68.3% | -88.7% | +20.4% | -70.7% |
| All | -41.9% | +7.9% | -49.8% | -53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling