-34.3%
UPST vs SARO
-22.5%
-11.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.3% | +0.7% |
| 7D | -8.8% | -3.1% | -5.7% | -6.5% |
| 30D | -12.1% | -12.2% | +0.2% | -3.0% |
| 3M | -19.5% | -7.4% | -12.1% | -15.6% |
| 6M | -6.8% | -15.3% | +8.4% | +3.2% |
| YTD | -41.5% | -16.2% | -25.3% | -34.2% |
| 1Y | -58.9% | -12.1% | -46.7% | -55.5% |
| All | -34.3% | -22.5% | -11.8% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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