+184.9%
SLB vs UPST
+7.9%
+177.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.3% |
| 7D | +0.8% | -3.5% | +4.4% | +1.0% |
| 30D | +15.8% | -7.1% | +22.9% | +16.1% |
| 3M | -0.3% | -13.1% | +12.7% | +0.1% |
| 6M | +21.3% | -1.1% | +22.4% | +20.9% |
| YTD | +52.3% | -35.9% | +88.2% | +54.6% |
| 1Y | +63.6% | -57.4% | +121.0% | +68.7% |
| 3Y | +3.8% | -14.9% | +18.6% | +1.4% |
| 5Y | +128.6% | -88.7% | +217.3% | +126.9% |
| All | +184.9% | +7.9% | +177.0% | +170.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling