-11.8%
SNOW vs UPST
-24.8%
+13.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -3.0% |
| 7D | +5.5% | -10.6% | +16.1% | +7.7% |
| 30D | -13.2% | -14.0% | +0.8% | -10.8% |
| 3M | -13.7% | -36.8% | +23.1% | -5.9% |
| 6M | +91.0% | -27.5% | +118.5% | +102.2% |
| YTD | +32.7% | -55.3% | +87.9% | +52.7% |
| 1Y | +13.3% | -47.5% | +60.8% | +25.9% |
| 3Y | +83.4% | -10.4% | +93.8% | +59.7% |
| 5Y | -24.7% | -92.6% | +67.9% | -23.6% |
| All | -11.8% | -24.8% | +13.0% | -23.5% |
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