+385.8%
SN vs UPST
-28.6%
+414.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.3% | +4.3% | +0.1% |
| 7D | +3.8% | -10.9% | +14.7% | +6.1% |
| 30D | +17.5% | -7.2% | +24.8% | +19.0% |
| 3M | +19.2% | -26.7% | +45.9% | +26.3% |
| 6M | +84.9% | -29.0% | +113.9% | +96.1% |
| YTD | +94.0% | -49.4% | +143.4% | +116.0% |
| 1Y | +151.3% | -47.0% | +198.3% | +175.7% |
| All | +385.8% | -28.6% | +414.4% | +391.7% |
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