+449.1%
SN vs UPST
-69.3%
+518.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +3.5% | -12.1% | +15.6% | +5.8% |
| 30D | +19.4% | -13.4% | +32.9% | +22.2% |
| 3M | +20.9% | -31.2% | +52.1% | +28.6% |
| 6M | +111.1% | -28.3% | +139.5% | +122.0% |
| YTD | +102.8% | -53.0% | +155.8% | +125.4% |
| 1Y | +146.2% | -47.2% | +193.4% | +167.8% |
| 3Y | +441.4% | -1.5% | +442.9% | +470.7% |
| All | +449.1% | -69.3% | +518.4% | +382.0% |
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 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