-14.2%
UPST vs SCCO
+199.6%
-213.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.4% | -4.2% |
| 7D | -8.1% | +2.4% | -10.5% | -9.4% |
| 30D | -14.3% | +6.4% | -20.7% | -17.4% |
| 3M | -16.6% | +21.6% | -38.2% | -25.8% |
| 6M | -7.3% | +13.4% | -20.7% | -15.7% |
| YTD | -40.8% | +52.6% | -93.4% | -58.2% |
| 1Y | -62.4% | +122.4% | -184.8% | -80.6% |
| All | -14.2% | +199.6% | -213.8% | -75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling