-10.4%
SNOW vs UPST
-21.5%
+11.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -8.3% | +9.9% | +3.2% |
| 7D | +0.2% | -4.5% | +4.7% | +1.0% |
| 30D | -19.8% | -15.3% | -4.5% | -17.3% |
| 3M | -11.6% | -32.4% | +20.8% | -4.9% |
| 6M | +94.0% | -29.5% | +123.5% | +106.6% |
| YTD | +34.8% | -53.3% | +88.2% | +54.0% |
| 1Y | +10.1% | -47.4% | +57.5% | +22.4% |
| 3Y | +84.4% | -2.2% | +86.6% | +57.8% |
| 5Y | -18.1% | -92.0% | +74.0% | -17.7% |
| All | -10.4% | -21.5% | +11.1% | -22.8% |
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