+425.4%
SN vs UPST
-67.0%
+492.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.3% | +4.3% | 0.0% |
| 7D | +3.8% | -10.9% | +14.7% | +5.8% |
| 30D | +17.5% | -7.2% | +24.8% | +18.9% |
| 3M | +19.2% | -26.7% | +45.9% | +25.4% |
| 6M | +84.9% | -29.0% | +113.9% | +94.7% |
| YTD | +94.0% | -49.4% | +143.4% | +113.0% |
| 1Y | +151.3% | -47.0% | +198.3% | +172.5% |
| 3Y | +387.1% | -27.0% | +414.0% | +406.9% |
| All | +425.4% | -67.0% | +492.3% | +355.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling