+24.8%
SYK vs UPST
+3.8%
+21.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -3.8% | -5.0% | -8.6% |
| 7D | -12.9% | -1.5% | -11.4% | -12.8% |
| 30D | -18.5% | -13.2% | -5.2% | -18.0% |
| 3M | -8.1% | -13.0% | +4.9% | -7.6% |
| 6M | -23.8% | -2.9% | -20.9% | -24.0% |
| YTD | -20.9% | -38.3% | +17.4% | -19.8% |
| 1Y | -29.0% | -60.5% | +31.5% | -26.7% |
| 3Y | -1.7% | -11.7% | +10.0% | -5.3% |
| 5Y | +4.0% | -90.2% | +94.1% | -0.5% |
| All | +24.8% | +3.8% | +21.0% | +18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling