-10.4%
UPST vs SAN
+247.1%
-257.5%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.5% | +1.7% |
| 7D | -10.6% | +4.0% | -14.6% | -13.2% |
| 30D | -14.0% | -7.8% | -6.2% | -9.1% |
| 3M | -36.8% | -16.4% | -20.5% | -28.5% |
| 6M | -27.5% | +3.5% | -31.1% | -29.8% |
| YTD | -55.3% | +6.7% | -62.0% | -58.1% |
| 1Y | -47.5% | +14.5% | -62.0% | -53.6% |
| 3Y | -10.4% | +243.5% | -254.0% | -70.0% |
| All | -10.4% | +247.1% | -257.5% | -70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling