+394.6%
SU vs UPST
-24.8%
+419.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.8% |
| 7D | +1.7% | -10.6% | +12.4% | +2.0% |
| 30D | -7.9% | -14.0% | +6.1% | -7.5% |
| 3M | +7.5% | -36.8% | +44.4% | +8.9% |
| 6M | +7.2% | -27.5% | +34.7% | +7.8% |
| YTD | +60.9% | -55.3% | +116.2% | +64.0% |
| 1Y | +63.6% | -47.5% | +111.2% | +65.7% |
| 3Y | +128.9% | -10.4% | +139.3% | +122.3% |
| 5Y | +228.3% | -92.6% | +320.9% | +217.1% |
| All | +394.6% | -24.8% | +419.4% | +368.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling