+448.1%
SN vs UPST
-69.5%
+517.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.3% | +7.0% | +0.2% |
| 7D | +7.6% | -4.5% | +12.0% | +8.3% |
| 30D | +22.4% | -15.3% | +37.8% | +25.8% |
| 3M | +21.7% | -32.4% | +54.1% | +29.8% |
| 6M | +102.8% | -29.5% | +132.4% | +114.0% |
| YTD | +102.4% | -53.3% | +155.7% | +125.3% |
| 1Y | +139.0% | -47.4% | +186.3% | +160.1% |
| 3Y | +440.4% | -2.2% | +442.6% | +470.3% |
| All | +448.1% | -69.5% | +517.6% | +381.7% |
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 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