-53.8%
SNAP vs UPST
-29.4%
-24.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.4% | -2.3% |
| 7D | -7.1% | -4.9% | -2.2% | -6.0% |
| 30D | -14.6% | -8.9% | -5.8% | -12.7% |
| 3M | -5.0% | -26.3% | +21.3% | +1.8% |
| 6M | -18.8% | -23.7% | +4.9% | -14.1% |
| YTD | -38.5% | -49.9% | +11.4% | -29.6% |
| 1Y | -38.1% | -42.0% | +3.9% | -31.4% |
| 3Y | -53.8% | -25.3% | -28.5% | -52.5% |
| All | -53.8% | -29.4% | -24.4% | -52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling