+64.8%
SLB vs UPST
-93.3%
+158.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.8% |
| 7D | -3.7% | +4.4% | -8.1% | -4.0% |
| 30D | +2.9% | -7.7% | +10.6% | +3.3% |
| 3M | +0.2% | -28.4% | +28.7% | +2.0% |
| 6M | -4.4% | -23.2% | +18.7% | -3.5% |
| YTD | +33.4% | -49.1% | +82.5% | +37.5% |
| 1Y | +40.8% | -42.4% | +83.1% | +43.9% |
| 3Y | +3.2% | +5.4% | -2.2% | +0.3% |
| 5Y | +64.8% | -92.9% | +157.7% | +86.4% |
| All | +64.8% | -93.3% | +158.1% | +86.4% |
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