+81.6%
SNPS vs UPST
-15.8%
+97.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.4% | +2.4% |
| 7D | -3.7% | -4.9% | +1.2% | -3.2% |
| 30D | -10.4% | -8.9% | -1.5% | -9.7% |
| 3M | +11.0% | -26.3% | +37.3% | +14.1% |
| 6M | -10.7% | -23.7% | +13.0% | -8.8% |
| YTD | -4.1% | -49.9% | +45.8% | +1.4% |
| 1Y | +13.7% | -42.0% | +55.7% | +18.4% |
| 3Y | -8.1% | -25.3% | +17.2% | -11.2% |
| 5Y | +32.2% | -93.4% | +125.6% | +30.7% |
| All | +81.6% | -15.8% | +97.4% | +67.2% |
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 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