+62.5%
SLB vs UPST
-93.6%
+156.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.6% |
| 7D | -7.1% | -4.9% | -2.2% | -6.9% |
| 30D | +4.1% | -8.9% | +13.0% | +4.5% |
| 3M | -2.6% | -26.3% | +23.7% | -1.1% |
| 6M | -8.6% | -23.7% | +15.2% | -7.6% |
| YTD | +32.2% | -49.9% | +82.1% | +36.4% |
| 1Y | +40.7% | -42.0% | +82.6% | +43.7% |
| 3Y | -4.5% | -25.3% | +20.8% | -6.2% |
| All | +62.5% | -93.6% | +156.1% | +85.4% |
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