-90.4%
SNAP vs UPST
-93.2%
+2.8%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -5.3% | -8.7% | -12.6% |
| 7D | -10.4% | -10.9% | +0.5% | -7.5% |
| 30D | -11.9% | -7.2% | -4.7% | -10.2% |
| 3M | -4.5% | -26.7% | +22.2% | +3.5% |
| 6M | -16.7% | -29.0% | +12.3% | -9.6% |
| YTD | -36.9% | -49.4% | +12.4% | -26.0% |
| 1Y | -30.3% | -47.0% | +16.7% | -19.9% |
| 3Y | -52.5% | -27.0% | -25.5% | -58.7% |
| 5Y | -90.4% | -93.3% | +2.9% | -89.7% |
| All | -90.4% | -93.2% | +2.8% | -89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling