+350.4%
SU vs UPST
-90.4%
+440.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.0% | +5.7% | +1.9% |
| 7D | +1.6% | -8.1% | +9.7% | +2.0% |
| 30D | +10.7% | -14.3% | +25.0% | +11.5% |
| 3M | +13.5% | -16.6% | +30.1% | +14.2% |
| 6M | +21.8% | -7.3% | +29.1% | +21.4% |
| YTD | +58.8% | -40.8% | +99.6% | +61.7% |
| 1Y | +72.0% | -62.4% | +134.5% | +78.9% |
| 3Y | +121.7% | -15.3% | +137.0% | +110.3% |
| 5Y | +350.4% | -91.1% | +441.5% | +384.9% |
| All | +350.4% | -90.4% | +440.8% | +384.9% |
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