-92.2%
UPST vs SCCO
+264.9%
-357.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | -0.1% |
| 7D | -12.1% | -2.4% | -9.7% | -10.7% |
| 30D | -13.4% | -16.5% | +3.0% | -3.6% |
| 3M | -31.2% | -10.4% | -20.9% | -27.5% |
| 6M | -28.3% | -2.8% | -25.6% | -29.7% |
| YTD | -53.0% | +27.2% | -80.1% | -65.0% |
| 1Y | -47.2% | +33.6% | -80.8% | -62.2% |
| 3Y | -1.5% | +182.4% | -183.9% | -66.0% |
| All | -92.2% | +264.9% | -357.2% | -97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling