+1.7%
SNOW vs UPST
+3.8%
-2.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | +0.3% |
| 7D | +4.9% | -1.5% | +6.4% | +5.2% |
| 30D | +1.5% | -13.2% | +14.7% | +4.3% |
| 3M | +39.5% | -13.0% | +52.5% | +42.8% |
| 6M | +85.9% | -2.9% | +88.8% | +85.6% |
| YTD | +52.9% | -38.3% | +91.2% | +65.8% |
| 1Y | +48.1% | -60.5% | +108.6% | +72.8% |
| 3Y | +102.2% | -11.7% | +113.9% | +75.1% |
| 5Y | +5.5% | -90.2% | +95.6% | +0.8% |
| All | +1.7% | +3.8% | -2.1% | -16.9% |
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 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