-89.4%
SNAP vs UPST
+7.9%
-97.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.7% |
| 7D | +0.7% | -3.5% | +4.3% | +1.5% |
| 30D | +2.6% | -7.1% | +9.7% | +4.1% |
| 3M | -9.9% | -13.1% | +3.2% | -7.4% |
| 6M | +1.9% | -1.1% | +3.0% | +1.4% |
| YTD | -32.2% | -35.9% | +3.6% | -26.9% |
| 1Y | -22.8% | -57.4% | +34.6% | -10.7% |
| 3Y | -47.6% | -14.9% | -32.7% | -52.9% |
| 5Y | -92.7% | -88.7% | -4.1% | -93.1% |
| All | -89.4% | +7.9% | -97.3% | -91.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling