+39.2%
SOLS vs UPST
-56.6%
+95.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.5% | +3.2% |
| 7D | +16.4% | -12.1% | +28.4% | +17.2% |
| 30D | +10.6% | -13.4% | +24.0% | +11.5% |
| 3M | +10.0% | -31.2% | +41.2% | +12.3% |
| 6M | -21.2% | -28.3% | +7.1% | -19.6% |
| YTD | +38.7% | -53.0% | +91.6% | +39.7% |
| 1Y | +46.1% | -47.2% | +93.2% | +46.6% |
| All | +39.2% | -56.6% | +95.8% | +35.3% |
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