+4,800.5%
SNDK vs UPST
-70.5%
+4,871.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.0% | +5.5% | +2.8% |
| 7D | +13.6% | -8.1% | +21.7% | +16.6% |
| 30D | +42.5% | -14.3% | +56.8% | +49.2% |
| 3M | +7.1% | -16.6% | +23.8% | +13.6% |
| 6M | +199.7% | -7.3% | +206.9% | +203.1% |
| YTD | +643.2% | -40.8% | +684.0% | +741.5% |
| 1Y | +2,402.0% | -62.4% | +2,464.4% | +3,216.9% |
| All | +4,800.5% | -70.5% | +4,871.0% | +6,215.9% |
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 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