+593.0%
SEI vs UPST
+7.9%
+585.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.6% | +5.1% | +3.6% |
| 7D | +10.2% | -3.5% | +13.8% | +10.6% |
| 30D | -1.0% | -7.1% | +6.1% | -0.5% |
| 3M | -27.9% | -13.1% | -14.8% | -27.0% |
| 6M | +10.4% | -1.1% | +11.5% | +10.1% |
| YTD | +20.1% | -35.9% | +56.0% | +24.0% |
| 1Y | +109.7% | -57.4% | +167.1% | +122.4% |
| 3Y | +458.6% | -14.9% | +473.5% | +450.1% |
| 5Y | +775.3% | -88.7% | +863.9% | +759.5% |
| All | +593.0% | +7.9% | +585.1% | +615.2% |
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