-45.2%
SOUN vs UPST
-70.5%
+25.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -3.1% |
| 7D | -2.6% | -4.9% | +2.3% | -0.9% |
| 30D | -27.0% | -8.9% | -18.1% | -24.4% |
| 3M | -41.9% | -26.3% | -15.6% | -34.9% |
| 6M | -56.1% | -23.7% | -32.4% | -51.7% |
| YTD | -58.8% | -49.9% | -8.8% | -47.3% |
| 1Y | -71.1% | -42.0% | -29.1% | -65.0% |
| 3Y | +130.9% | -25.3% | +156.2% | +122.3% |
| All | -45.2% | -70.5% | +25.3% | -43.7% |
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