-55.1%
SNAP vs UPST
+2.1%
-57.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.4% |
| 7D | -7.3% | +4.4% | -11.8% | -8.1% |
| 30D | -18.9% | -7.7% | -11.3% | -17.3% |
| 3M | -5.3% | -28.4% | +23.2% | +2.6% |
| 6M | -16.9% | -23.2% | +6.2% | -12.1% |
| YTD | -37.4% | -49.1% | +11.7% | -28.1% |
| 1Y | -38.5% | -42.4% | +3.9% | -31.5% |
| 3Y | -55.1% | +5.4% | -60.4% | -56.9% |
| All | -55.1% | +2.1% | -57.1% | -56.9% |
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 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