+150.0%
SYF vs UPST
-24.8%
+174.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.6% |
| 7D | -2.0% | -10.6% | +8.6% | -0.8% |
| 30D | +1.2% | -14.0% | +15.2% | +2.7% |
| 3M | -9.4% | -36.8% | +27.5% | -4.9% |
| 6M | +4.4% | -27.5% | +31.9% | +7.6% |
| YTD | -11.9% | -55.3% | +43.4% | -5.0% |
| 1Y | -0.4% | -47.5% | +47.1% | +5.5% |
| 3Y | +159.6% | -10.4% | +170.0% | +150.4% |
| 5Y | +60.9% | -92.6% | +153.5% | +55.9% |
| All | +150.0% | -24.8% | +174.7% | +165.0% |
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