-91.6%
UPST vs SBAC
-39.6%
-52.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.7% | +1.3% |
| 7D | -10.6% | +0.6% | -11.3% | -10.9% |
| 30D | -14.0% | +5.5% | -19.5% | -16.6% |
| 3M | -36.8% | +3.1% | -39.9% | -38.1% |
| 6M | -27.5% | -7.0% | -20.5% | -25.8% |
| YTD | -55.3% | +0.5% | -55.8% | -57.8% |
| 1Y | -47.5% | +0.2% | -47.8% | -50.5% |
| 3Y | -10.4% | -7.4% | -3.1% | -16.6% |
| All | -91.6% | -39.6% | -52.0% | -86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling