-33.6%
UPST vs SCCO
+265.9%
-299.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.6% | +3.6% |
| 7D | -10.6% | -1.9% | -8.7% | -9.6% |
| 30D | -14.0% | -17.4% | +3.4% | -4.1% |
| 3M | -36.8% | -11.7% | -25.2% | -32.9% |
| 6M | -27.5% | -12.1% | -15.4% | -24.1% |
| YTD | -55.3% | +20.9% | -76.1% | -64.6% |
| 1Y | -47.5% | +31.3% | -78.9% | -60.9% |
| 3Y | -10.4% | +170.3% | -180.8% | -63.0% |
| 5Y | -92.6% | +240.8% | -333.4% | -97.3% |
| All | -33.6% | +265.9% | -299.5% | -79.5% |
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