-10.1%
SOUN vs UPST
-62.2%
+52.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.6% |
| 7D | -5.2% | -3.5% | -1.7% | -3.9% |
| 30D | +4.8% | -7.1% | +11.9% | +7.8% |
| 3M | -15.9% | -13.1% | -2.8% | -11.5% |
| 6M | -17.4% | -1.1% | -16.3% | -17.2% |
| YTD | -32.4% | -35.9% | +3.5% | -21.2% |
| 1Y | -49.3% | -57.4% | +8.1% | -32.2% |
| 3Y | +167.5% | -14.9% | +182.3% | +143.7% |
| All | -10.1% | -62.2% | +52.1% | -15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling