-48.4%
SOUN vs UPST
-72.5%
+24.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -8.3% | +3.8% | -1.3% |
| 7D | -6.1% | -4.5% | -1.6% | -4.6% |
| 30D | -28.2% | -15.3% | -12.9% | -23.6% |
| 3M | -48.1% | -32.4% | -15.7% | -40.0% |
| 6M | -56.4% | -29.5% | -26.9% | -50.6% |
| YTD | -61.2% | -53.3% | -7.9% | -49.1% |
| 1Y | -73.1% | -47.4% | -25.8% | -66.3% |
| 3Y | +116.2% | -2.2% | +118.4% | +95.1% |
| All | -48.4% | -72.5% | +24.1% | -45.6% |
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