+118.1%
SU vs UPST
-14.8%
+132.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.8% | +4.6% | +1.0% |
| 7D | -1.0% | -1.5% | +0.5% | -0.9% |
| 30D | +13.7% | -13.2% | +26.9% | +14.3% |
| 3M | +8.0% | -13.0% | +21.0% | +8.4% |
| 6M | +21.0% | -2.9% | +23.9% | +20.2% |
| YTD | +56.2% | -38.3% | +94.6% | +58.9% |
| 1Y | +72.2% | -60.5% | +132.7% | +79.5% |
| 3Y | +118.1% | -11.7% | +129.8% | +98.2% |
| All | +118.1% | -14.8% | +132.9% | +98.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling