-89.3%
UPST vs SBAC
-43.7%
-45.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.6% | -1.0% |
| 7D | -3.5% | -0.8% | -2.8% | -3.1% |
| 30D | -7.1% | +6.9% | -14.0% | -10.6% |
| 3M | -13.1% | -8.2% | -4.8% | -9.8% |
| 6M | -1.1% | -1.6% | +0.5% | -3.7% |
| YTD | -35.9% | -0.1% | -35.7% | -39.1% |
| 1Y | -57.4% | -0.5% | -57.0% | -59.6% |
| 3Y | -14.9% | -9.1% | -5.8% | -18.9% |
| All | -89.3% | -43.7% | -45.6% | -82.9% |
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