-47.7%
SNAP vs UPST
-13.8%
-33.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.6% |
| 7D | +0.7% | -3.5% | +4.3% | +1.6% |
| 30D | +2.6% | -7.1% | +9.7% | +4.3% |
| 3M | -9.9% | -13.1% | +3.2% | -7.0% |
| 6M | +1.9% | -1.1% | +3.0% | +1.3% |
| YTD | -32.2% | -35.9% | +3.6% | -26.4% |
| 1Y | -22.8% | -57.4% | +34.6% | -9.5% |
| All | -47.7% | -13.8% | -33.9% | -49.0% |
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