+45.6%
SRE vs UPST
-93.6%
+139.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -2.0% |
| 7D | -9.2% | -4.9% | -4.3% | -9.0% |
| 30D | -1.9% | -8.9% | +7.0% | -1.6% |
| 3M | -6.5% | -26.3% | +19.8% | -5.6% |
| 6M | -15.2% | -23.7% | +8.5% | -14.7% |
| YTD | -9.5% | -49.9% | +40.5% | -7.6% |
| 1Y | -13.2% | -42.0% | +28.8% | -12.1% |
| 3Y | +19.5% | -25.3% | +44.8% | +16.7% |
| All | +45.6% | -93.6% | +139.2% | +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 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