+80.5%
SO vs UPST
+7.9%
+72.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.7% |
| 7D | -0.2% | -3.5% | +3.4% | -0.1% |
| 30D | -4.6% | -7.1% | +2.5% | -4.6% |
| 3M | -3.0% | -13.1% | +10.0% | -3.0% |
| 6M | -8.3% | -1.1% | -7.2% | -8.3% |
| YTD | +3.5% | -35.9% | +39.4% | +3.7% |
| 1Y | -0.9% | -57.4% | +56.5% | -0.6% |
| 3Y | +45.4% | -14.9% | +60.2% | +44.2% |
| 5Y | +59.6% | -88.7% | +148.3% | +54.9% |
| All | +80.5% | +7.9% | +72.6% | +92.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling