+152.2%
SLB vs UPST
-26.3%
+178.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.9% | +6.8% | +0.2% |
| 7D | +2.6% | -13.5% | +16.1% | +3.3% |
| 30D | +4.4% | -19.6% | +24.0% | +5.4% |
| 3M | -2.7% | -34.2% | +31.5% | -0.9% |
| 6M | -7.5% | -31.2% | +23.7% | -6.3% |
| YTD | +34.8% | -56.2% | +91.0% | +39.2% |
| 1Y | +44.6% | -51.7% | +96.3% | +48.5% |
| 3Y | +3.2% | -8.2% | +11.4% | +1.4% |
| 5Y | +73.6% | -92.8% | +166.3% | +75.3% |
| All | +152.2% | -26.3% | +178.6% | +143.2% |
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 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