+319.5%
SN vs UPST
-58.1%
+377.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.8% |
| 7D | -9.3% | -3.5% | -5.8% | -8.7% |
| 30D | -4.8% | -7.1% | +2.3% | -3.6% |
| 3M | +40.4% | -13.1% | +53.5% | +43.4% |
| 6M | +50.9% | -1.1% | +52.0% | +50.1% |
| YTD | +54.9% | -35.9% | +90.8% | +63.7% |
| 1Y | +43.0% | -57.4% | +100.4% | +60.2% |
| 3Y | +391.8% | -14.9% | +406.7% | +378.3% |
| All | +319.5% | -58.1% | +377.7% | +249.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling