+48.7%
SRE vs UPST
-88.8%
+137.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.6% |
| 7D | -0.3% | -3.5% | +3.2% | -0.2% |
| 30D | -0.7% | -7.1% | +6.4% | -0.5% |
| 3M | -6.3% | -13.1% | +6.8% | -6.0% |
| 6M | -10.7% | -1.1% | -9.6% | -11.0% |
| YTD | -3.5% | -35.9% | +32.4% | -2.3% |
| 1Y | +5.3% | -57.4% | +62.7% | +8.1% |
| 3Y | +31.8% | -14.9% | +46.7% | +27.9% |
| All | +48.7% | -88.8% | +137.5% | +41.3% |
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