+450.0%
SN vs UPST
-4.9%
+454.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.1% | +0.7% | +2.4% |
| 7D | +1.5% | -10.6% | +12.2% | +3.8% |
| 30D | +21.5% | -14.0% | +35.5% | +24.9% |
| 3M | +20.0% | -36.8% | +56.9% | +31.1% |
| 6M | +119.9% | -27.5% | +147.5% | +132.5% |
| YTD | +102.3% | -55.3% | +157.6% | +130.9% |
| 1Y | +148.0% | -47.5% | +195.5% | +173.5% |
| 3Y | +450.0% | -10.4% | +460.4% | +476.5% |
| All | +450.0% | -4.9% | +454.9% | +476.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling