+455.3%
SN vs UPST
-66.8%
+522.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.6% |
| 7D | +7.6% | +4.4% | +3.2% | +6.8% |
| 30D | +24.1% | -7.7% | +31.7% | +25.6% |
| 3M | +23.7% | -28.4% | +52.1% | +30.7% |
| 6M | +105.5% | -23.2% | +128.7% | +113.6% |
| YTD | +105.1% | -49.1% | +154.2% | +124.9% |
| 1Y | +148.3% | -42.4% | +190.6% | +166.0% |
| 3Y | +438.7% | +5.4% | +433.3% | +460.2% |
| All | +455.3% | -66.8% | +522.1% | +380.9% |
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