+88.2%
SNPS vs UPST
-14.4%
+102.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.0% | +3.5% |
| 7D | +0.2% | +4.4% | -4.2% | -0.3% |
| 30D | -8.4% | -7.7% | -0.8% | -7.8% |
| 3M | +12.3% | -28.4% | +40.7% | +15.8% |
| 6M | -9.6% | -23.2% | +13.6% | -7.7% |
| YTD | -0.6% | -49.1% | +48.5% | +5.0% |
| 1Y | +18.7% | -42.4% | +61.0% | +23.6% |
| 3Y | -7.6% | +5.4% | -12.9% | -12.9% |
| 5Y | +34.1% | -92.9% | +127.0% | +32.2% |
| All | +88.2% | -14.4% | +102.6% | +73.1% |
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