+147.2%
SLB vs UPST
-21.5%
+168.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.3% | +7.3% | -0.6% |
| 7D | -4.3% | -4.5% | +0.2% | -4.1% |
| 30D | +1.9% | -15.3% | +17.3% | +2.7% |
| 3M | -5.7% | -32.4% | +26.7% | -4.1% |
| 6M | -5.3% | -29.5% | +24.2% | -4.2% |
| YTD | +32.2% | -53.3% | +85.5% | +36.0% |
| 1Y | +38.5% | -47.4% | +85.9% | +41.7% |
| 3Y | +1.1% | -2.2% | +3.3% | -0.9% |
| 5Y | +70.3% | -92.0% | +162.3% | +71.3% |
| All | +147.2% | -21.5% | +168.7% | +137.6% |
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