+7.9%
SNOW vs UPST
-88.8%
+96.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -5.0% |
| 7D | +2.8% | -3.5% | +6.3% | +3.7% |
| 30D | +6.4% | -7.1% | +13.5% | +8.2% |
| 3M | +38.1% | -13.1% | +51.2% | +42.0% |
| 6M | +100.4% | -1.1% | +101.5% | +98.9% |
| YTD | +53.7% | -35.9% | +89.6% | +68.0% |
| 1Y | +52.0% | -57.4% | +109.4% | +80.2% |
| 3Y | +114.7% | -14.9% | +129.5% | +75.8% |
| All | +7.9% | -88.8% | +96.7% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling