-13.2%
UPST vs SCCO
+327.2%
-340.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | -8.8% | -2.7% | -6.1% | -7.7% |
| 30D | -12.1% | -0.7% | -11.3% | -12.4% |
| 3M | -19.5% | +8.1% | -27.6% | -24.5% |
| 6M | -6.8% | +4.1% | -11.0% | -12.5% |
| YTD | -41.5% | +41.1% | -82.6% | -57.5% |
| 1Y | -58.9% | +95.6% | -154.4% | -76.9% |
| 3Y | -15.2% | +179.3% | -194.4% | -64.7% |
| 5Y | -90.5% | +308.3% | -398.8% | -96.8% |
| All | -13.2% | +327.2% | -340.4% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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