-5.4%
SYK vs UPST
-16.7%
+11.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.7% | -0.2% |
| 7D | -11.8% | -8.1% | -3.7% | -11.5% |
| 30D | -20.4% | -14.3% | -6.1% | -19.9% |
| 3M | -12.1% | -16.6% | +4.6% | -11.5% |
| 6M | -24.3% | -7.3% | -17.1% | -24.4% |
| YTD | -21.2% | -40.8% | +19.6% | -20.0% |
| 1Y | -29.2% | -62.4% | +33.3% | -26.8% |
| All | -5.4% | -16.7% | +11.3% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling