-91.6%
UPST vs SAN
+294.0%
-385.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.5% | +1.6% |
| 7D | -10.6% | +4.0% | -14.6% | -13.4% |
| 30D | -14.0% | -7.8% | -6.2% | -8.8% |
| 3M | -36.8% | -16.4% | -20.5% | -27.9% |
| 6M | -27.5% | +3.5% | -31.1% | -30.1% |
| YTD | -55.3% | +6.7% | -62.0% | -58.4% |
| 1Y | -47.5% | +14.5% | -62.0% | -54.0% |
| 3Y | -10.4% | +243.5% | -254.0% | -68.5% |
| All | -91.6% | +294.0% | -385.7% | -97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling