+432.7%
SN vs UPST
-71.4%
+504.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.9% | +3.9% | -1.8% |
| 7D | +1.4% | -13.5% | +14.9% | +4.0% |
| 30D | +16.6% | -19.6% | +36.2% | +20.9% |
| 3M | +18.3% | -34.2% | +52.5% | +26.8% |
| 6M | +103.1% | -31.2% | +134.3% | +115.2% |
| YTD | +96.7% | -56.2% | +152.9% | +121.5% |
| 1Y | +134.3% | -51.7% | +186.0% | +158.9% |
| 3Y | +425.2% | -8.2% | +433.5% | +460.6% |
| All | +432.7% | -71.4% | +504.1% | +373.5% |
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 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