+822.2%
SEI vs UPST
-91.6%
+913.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.3% | +7.1% | -0.2% |
| 7D | -10.8% | -4.5% | -6.3% | -10.5% |
| 30D | -19.0% | -15.3% | -3.7% | -17.7% |
| 3M | +5.8% | -32.4% | +38.2% | +10.0% |
| 6M | -14.9% | -29.5% | +14.6% | -12.0% |
| YTD | +35.4% | -53.3% | +88.7% | +45.8% |
| 1Y | +23.9% | -47.4% | +71.2% | +31.6% |
| 3Y | +661.3% | -2.2% | +663.5% | +648.8% |
| 5Y | +822.2% | -92.0% | +914.3% | +907.4% |
| All | +822.2% | -91.6% | +913.8% | +907.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling