-90.3%
SNAP vs UPST
-21.5%
-68.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.3% | +7.3% | +0.7% |
| 7D | -10.6% | -4.5% | -6.1% | -9.6% |
| 30D | -19.7% | -15.3% | -4.4% | -17.0% |
| 3M | -6.5% | -32.4% | +25.9% | +1.1% |
| 6M | -17.8% | -29.5% | +11.8% | -12.2% |
| YTD | -38.0% | -53.3% | +15.3% | -28.7% |
| 1Y | -42.5% | -47.4% | +4.9% | -35.6% |
| 3Y | -55.8% | -2.2% | -53.6% | -60.7% |
| 5Y | -90.5% | -92.0% | +1.5% | -90.5% |
| All | -90.3% | -21.5% | -68.8% | -91.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling