-35.5%
UPST vs SARO
-23.7%
-11.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.7% | -1.2% |
| 7D | -12.0% | -4.0% | -8.0% | -9.1% |
| 30D | -16.0% | -16.1% | +0.1% | -4.1% |
| 3M | -17.2% | -4.5% | -12.6% | -15.2% |
| 6M | -10.9% | -17.0% | +6.2% | +0.5% |
| YTD | -42.6% | -17.5% | -25.1% | -34.6% |
| 1Y | -59.8% | -12.3% | -47.5% | -56.6% |
| All | -35.5% | -23.7% | -11.8% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling