+752.7%
SEI vs UPST
-0.4%
+753.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -4.0% | +9.8% | +6.2% |
| 7D | +28.2% | -8.1% | +36.3% | +29.1% |
| 30D | +15.5% | -14.3% | +29.8% | +16.9% |
| 3M | -1.4% | -16.6% | +15.3% | +0.1% |
| 6M | +37.4% | -7.3% | +44.7% | +37.7% |
| YTD | +47.8% | -40.8% | +88.6% | +53.5% |
| 1Y | +174.3% | -62.4% | +236.7% | +193.8% |
| 3Y | +598.5% | -15.3% | +613.8% | +590.2% |
| 5Y | +1,026.2% | -91.1% | +1,117.3% | +1,014.3% |
| All | +752.7% | -0.4% | +753.1% | +785.6% |
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