+188.0%
SOUN vs UPST
-11.9%
+200.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.7% |
| 7D | -5.2% | -3.5% | -1.7% | -3.7% |
| 30D | +4.8% | -7.1% | +11.9% | +8.3% |
| 3M | -15.9% | -13.1% | -2.8% | -10.8% |
| 6M | -17.4% | -1.1% | -16.3% | -17.3% |
| YTD | -32.4% | -35.9% | +3.5% | -19.5% |
| 1Y | -49.3% | -57.4% | +8.1% | -29.3% |
| All | +188.0% | -11.9% | +200.0% | +157.0% |
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