-4.8%
UPST vs SCCO
+338.8%
-343.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.4% |
| 7D | -3.5% | -5.3% | +1.7% | -0.4% |
| 30D | -7.1% | +2.7% | -9.8% | -8.9% |
| 3M | -13.1% | +4.2% | -17.3% | -16.5% |
| 6M | -1.1% | -0.6% | -0.5% | -4.2% |
| YTD | -35.9% | +45.0% | -80.8% | -54.0% |
| 1Y | -57.4% | +109.3% | -166.7% | -77.1% |
| 3Y | -14.9% | +180.8% | -195.7% | -64.6% |
| 5Y | -88.7% | +314.3% | -402.9% | -96.2% |
| All | -4.8% | +338.8% | -343.6% | -73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling