-4.8%
UPST vs SAN
+451.9%
-456.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.1% |
| 7D | -3.5% | +1.8% | -5.3% | -4.7% |
| 30D | -7.1% | +2.0% | -9.1% | -8.5% |
| 3M | -13.1% | +19.7% | -32.8% | -23.9% |
| 6M | -1.1% | +30.6% | -31.7% | -19.3% |
| YTD | -35.9% | +28.8% | -64.7% | -47.4% |
| 1Y | -57.4% | +57.8% | -115.2% | -70.4% |
| 3Y | -14.9% | +338.1% | -353.0% | -72.5% |
| 5Y | -88.7% | +384.2% | -472.9% | -96.8% |
| All | -4.8% | +451.9% | -456.7% | -73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling