+85.4%
SNPS vs UPST
-21.5%
+106.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.3% | +6.8% | -0.7% |
| 7D | -0.6% | -4.5% | +3.9% | -0.2% |
| 30D | -9.8% | -15.3% | +5.5% | -8.4% |
| 3M | +11.7% | -32.4% | +44.2% | +15.9% |
| 6M | -10.9% | -29.5% | +18.6% | -8.3% |
| YTD | -2.1% | -53.3% | +51.2% | +4.3% |
| 1Y | +14.8% | -47.4% | +62.1% | +20.6% |
| 3Y | -11.3% | -2.2% | -9.1% | -15.9% |
| 5Y | +36.2% | -92.0% | +128.3% | +34.8% |
| All | +85.4% | -21.5% | +106.9% | +71.9% |
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