+152.2%
SYF vs UPST
-14.4%
+166.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.9% |
| 7D | -4.7% | +4.4% | -9.1% | -5.2% |
| 30D | +0.6% | -7.7% | +8.3% | +1.3% |
| 3M | -6.8% | -28.4% | +21.6% | -3.6% |
| 6M | +0.5% | -23.2% | +23.7% | +2.9% |
| YTD | -11.1% | -49.1% | +38.0% | -5.5% |
| 1Y | +1.3% | -42.4% | +43.6% | +6.2% |
| 3Y | +164.6% | +5.4% | +159.3% | +151.0% |
| 5Y | +65.2% | -92.9% | +158.1% | +58.0% |
| All | +152.2% | -14.4% | +166.6% | +163.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling