+49.0%
SRE vs UPST
-24.8%
+73.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.6% |
| 7D | +1.8% | -10.6% | +12.4% | +2.1% |
| 30D | -3.0% | -14.0% | +11.0% | -2.6% |
| 3M | -7.3% | -36.8% | +29.6% | -6.2% |
| 6M | -11.9% | -27.5% | +15.6% | -11.4% |
| YTD | -7.9% | -55.3% | +47.4% | -6.2% |
| 1Y | -11.1% | -47.5% | +36.4% | -10.1% |
| 3Y | +24.8% | -10.4% | +35.2% | +22.7% |
| 5Y | +52.4% | -92.6% | +145.0% | +49.0% |
| All | +49.0% | -24.8% | +73.7% | +43.8% |
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 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