-33.6%
UPST vs SIRI
-38.8%
+5.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | -10.6% | -1.7% | -8.9% | -9.9% |
| 30D | -14.0% | +21.1% | -35.1% | -20.3% |
| 3M | -36.8% | +14.7% | -51.6% | -40.2% |
| 6M | -27.5% | +22.9% | -50.5% | -33.5% |
| YTD | -55.3% | +65.7% | -121.0% | -64.1% |
| 1Y | -47.5% | +53.5% | -101.0% | -56.5% |
| 3Y | -10.4% | -23.0% | +12.6% | -7.7% |
| 5Y | -92.6% | -41.5% | -51.1% | -92.1% |
| All | -33.6% | -38.8% | +5.2% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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