-11.8%
SNOW vs UPST
-14.4%
+2.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +3.9% | +5.2% |
| 7D | +0.2% | +4.4% | -4.3% | -0.8% |
| 30D | -21.1% | -7.7% | -13.4% | -19.9% |
| 3M | -11.9% | -28.4% | +16.5% | -6.2% |
| 6M | +91.0% | -23.2% | +114.1% | +100.1% |
| YTD | +32.7% | -49.1% | +81.8% | +49.2% |
| 1Y | +10.8% | -42.4% | +53.1% | +21.0% |
| 3Y | +86.2% | +5.4% | +80.9% | +57.2% |
| 5Y | -22.7% | -92.9% | +70.2% | -22.4% |
| All | -11.8% | -14.4% | +2.7% | -25.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling