-25.7%
UPST vs SAN
+339.4%
-365.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | +0.5% |
| 7D | -4.9% | +4.9% | -9.8% | -8.2% |
| 30D | -8.9% | -13.0% | +4.1% | +0.7% |
| 3M | -26.3% | -18.9% | -7.5% | -14.5% |
| 6M | -23.7% | -4.1% | -19.6% | -21.8% |
| YTD | -49.9% | +2.6% | -52.5% | -51.8% |
| 1Y | -42.0% | +16.9% | -58.9% | -49.4% |
| 3Y | -25.3% | +239.1% | -264.3% | -71.1% |
| 5Y | -93.4% | +266.8% | -360.2% | -97.8% |
| All | -25.7% | +339.4% | -365.1% | -75.8% |
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