-8.4%
UPST vs SBAC
-25.7%
+17.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.6% |
| 7D | -1.5% | -0.1% | -1.4% | -1.5% |
| 30D | -13.2% | +3.2% | -16.5% | -14.8% |
| 3M | -13.0% | -5.1% | -7.9% | -11.4% |
| 6M | -2.9% | -2.1% | -0.8% | -5.3% |
| YTD | -38.3% | -0.5% | -37.8% | -41.4% |
| 1Y | -60.5% | +1.1% | -61.6% | -63.0% |
| 3Y | -11.7% | -7.4% | -4.3% | -17.6% |
| 5Y | -90.2% | -44.3% | -45.8% | -84.3% |
| All | -8.4% | -25.7% | +17.3% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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