+65.4%
SLB vs UPST
-93.2%
+158.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.3% | +1.6% | -3.4% |
| 7D | -7.7% | -10.9% | +3.1% | -7.2% |
| 30D | -0.7% | -7.2% | +6.5% | -0.4% |
| 3M | 0.0% | -26.7% | +26.7% | +1.6% |
| 6M | -10.4% | -29.0% | +18.5% | -9.1% |
| YTD | +31.5% | -49.4% | +80.8% | +35.5% |
| 1Y | +39.1% | -47.0% | +86.1% | +42.9% |
| 3Y | -5.7% | -27.0% | +21.3% | -7.3% |
| 5Y | +65.4% | -93.3% | +158.8% | +88.5% |
| All | +65.4% | -93.2% | +158.6% | +88.5% |
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