+125.2%
SU vs UPST
-3.8%
+128.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.3% | +8.7% | +0.7% |
| 7D | -10.2% | -4.5% | -5.7% | -10.1% |
| 30D | -6.2% | -15.3% | +9.1% | -5.7% |
| 3M | +8.7% | -32.4% | +41.1% | +10.1% |
| 6M | +7.2% | -29.5% | +36.8% | +8.0% |
| YTD | +55.9% | -53.3% | +109.3% | +59.9% |
| 1Y | +60.4% | -47.4% | +107.8% | +63.0% |
| 3Y | +125.2% | -2.2% | +127.4% | +100.0% |
| All | +125.2% | -3.8% | +128.9% | +100.0% |
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 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