+376.3%
SU vs UPST
+7.9%
+368.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.6% |
| 7D | +3.6% | -3.5% | +7.1% | +3.7% |
| 30D | +7.9% | -7.1% | +15.0% | +8.1% |
| 3M | +3.5% | -13.1% | +16.6% | +3.8% |
| 6M | +19.0% | -1.1% | +20.1% | +18.5% |
| YTD | +55.0% | -35.9% | +90.8% | +56.4% |
| 1Y | +71.2% | -57.4% | +128.6% | +74.9% |
| 3Y | +117.4% | -14.9% | +132.3% | +111.1% |
| 5Y | +335.2% | -88.7% | +423.8% | +317.6% |
| All | +376.3% | +7.9% | +368.4% | +347.3% |
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