-15.6%
SNPS vs UPST
-13.8%
-1.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.7% | -5.2% |
| 7D | -11.0% | -3.5% | -7.5% | -10.6% |
| 30D | -1.7% | -7.1% | +5.4% | -0.8% |
| 3M | -20.4% | -13.1% | -7.3% | -19.0% |
| 6M | -8.6% | -1.1% | -7.5% | -9.2% |
| YTD | -16.2% | -35.9% | +19.7% | -12.5% |
| 1Y | -34.6% | -57.4% | +22.8% | -28.2% |
| All | -15.6% | -13.8% | -1.9% | -18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling