+21.9%
SYK vs UPST
-3.5%
+25.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.8% |
| 7D | -12.3% | -12.0% | -0.3% | -11.8% |
| 30D | -22.4% | -16.0% | -6.4% | -21.9% |
| 3M | -12.3% | -17.2% | +4.8% | -11.7% |
| 6M | -24.3% | -10.9% | -13.4% | -24.2% |
| YTD | -22.8% | -42.6% | +19.8% | -21.4% |
| 1Y | -28.8% | -59.8% | +31.0% | -26.5% |
| 3Y | -4.0% | -17.9% | +13.9% | -7.2% |
| 5Y | +3.8% | -90.7% | +94.6% | -0.3% |
| All | +21.9% | -3.5% | +25.3% | +16.4% |
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