+91.8%
SO vs UPST
-21.5%
+113.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.3% | +8.4% | +0.1% |
| 7D | -0.1% | -4.5% | +4.4% | -0.1% |
| 30D | +8.7% | -15.3% | +24.0% | +8.7% |
| 3M | +3.4% | -32.4% | +35.8% | +3.5% |
| 6M | +3.7% | -29.5% | +33.2% | +3.8% |
| YTD | +10.0% | -53.3% | +63.4% | +10.3% |
| 1Y | +6.6% | -47.4% | +53.9% | +6.8% |
| 3Y | +52.5% | -2.2% | +54.7% | +51.2% |
| 5Y | +76.1% | -92.0% | +168.1% | +70.7% |
| All | +91.8% | -21.5% | +113.3% | +104.4% |
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