-12.4%
SOUN vs UPST
-63.7%
+51.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.8% | +1.3% | -1.1% |
| 7D | -4.1% | -1.5% | -2.6% | -3.6% |
| 30D | -18.1% | -13.2% | -4.9% | -13.7% |
| 3M | -12.3% | -13.0% | +0.7% | -7.8% |
| 6M | -18.6% | -2.9% | -15.7% | -17.8% |
| YTD | -34.1% | -38.3% | +4.2% | -22.1% |
| 1Y | -57.0% | -60.5% | +3.4% | -41.0% |
| 3Y | +185.7% | -11.7% | +197.4% | +158.2% |
| All | -12.4% | -63.7% | +51.3% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling