+148.1%
SYF vs UPST
-21.5%
+169.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.3% | +6.2% | -1.1% |
| 7D | -4.2% | -4.5% | +0.3% | -3.8% |
| 30D | -1.1% | -15.3% | +14.2% | +0.6% |
| 3M | -7.9% | -32.4% | +24.6% | -4.1% |
| 6M | -1.1% | -29.5% | +28.4% | +2.2% |
| YTD | -12.6% | -53.3% | +40.7% | -6.1% |
| 1Y | -2.4% | -47.4% | +45.0% | +3.4% |
| 3Y | +156.6% | -2.2% | +158.8% | +145.5% |
| 5Y | +61.9% | -92.0% | +153.9% | +56.2% |
| All | +148.1% | -21.5% | +169.6% | +161.8% |
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