-8.4%
UPST vs SNY
+17.9%
-26.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.4% | -1.4% | -3.1% |
| 7D | -1.5% | -2.7% | +1.2% | -0.6% |
| 30D | -13.2% | -0.7% | -12.5% | -13.0% |
| 3M | -13.0% | -1.6% | -11.3% | -12.5% |
| 6M | -2.9% | +2.3% | -5.1% | -3.6% |
| YTD | -38.3% | -6.0% | -32.3% | -37.3% |
| 1Y | -60.5% | -2.7% | -57.8% | -60.3% |
| 3Y | -11.7% | -7.5% | -4.3% | -11.6% |
| 5Y | -90.2% | +6.7% | -96.9% | -91.0% |
| All | -8.4% | +17.9% | -26.3% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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