+439.5%
SN vs UPST
-67.3%
+506.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +2.9% |
| 7D | +7.2% | -4.9% | +12.1% | +8.0% |
| 30D | +20.4% | -8.9% | +29.3% | +22.1% |
| 3M | +23.9% | -26.3% | +50.2% | +30.2% |
| 6M | +93.0% | -23.7% | +116.8% | +100.9% |
| YTD | +99.2% | -49.9% | +149.2% | +119.1% |
| 1Y | +142.6% | -42.0% | +184.6% | +159.7% |
| 3Y | +398.8% | -25.3% | +424.1% | +421.0% |
| All | +439.5% | -67.3% | +506.8% | +368.5% |
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 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