+661.3%
SEI vs UPST
-3.8%
+665.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.3% | +7.1% | +0.5% |
| 7D | -10.8% | -4.5% | -6.3% | -10.4% |
| 30D | -19.0% | -15.3% | -3.7% | -16.8% |
| 3M | +5.8% | -32.4% | +38.2% | +13.2% |
| 6M | -14.9% | -29.5% | +14.6% | -9.9% |
| YTD | +35.4% | -53.3% | +88.7% | +53.9% |
| 1Y | +23.9% | -47.4% | +71.2% | +37.4% |
| 3Y | +661.3% | -2.2% | +663.5% | +589.0% |
| All | +661.3% | -3.8% | +665.1% | +589.0% |
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 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