+390.2%
SU vs UPST
-26.3%
+416.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.9% | +7.3% | +0.7% |
| 7D | +0.3% | -13.5% | +13.8% | +0.7% |
| 30D | -7.9% | -19.6% | +11.8% | -7.3% |
| 3M | +9.2% | -34.2% | +43.4% | +10.4% |
| 6M | +5.5% | -31.2% | +36.7% | +6.2% |
| YTD | +59.5% | -56.2% | +115.7% | +62.6% |
| 1Y | +59.9% | -51.7% | +111.6% | +62.3% |
| 3Y | +130.3% | -8.2% | +138.5% | +123.5% |
| 5Y | +225.3% | -92.8% | +318.1% | +214.5% |
| All | +390.2% | -26.3% | +416.5% | +365.0% |
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