-8.4%
UPST vs SAN
+449.3%
-457.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.5% |
| 7D | -1.5% | +3.3% | -4.8% | -3.8% |
| 30D | -13.2% | +1.1% | -14.3% | -13.9% |
| 3M | -13.0% | +22.2% | -35.2% | -25.0% |
| 6M | -2.9% | +36.0% | -38.9% | -23.0% |
| YTD | -38.3% | +28.2% | -66.5% | -49.3% |
| 1Y | -60.5% | +54.1% | -114.6% | -72.0% |
| 3Y | -11.7% | +354.2% | -366.0% | -72.3% |
| 5Y | -90.2% | +387.3% | -477.5% | -97.2% |
| All | -8.4% | +449.3% | -457.8% | -74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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