-14.8%
UPST vs SONY
+28.2%
-43.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.5% |
| 7D | -12.0% | -5.8% | -6.2% | -5.3% |
| 30D | -16.0% | -0.4% | -15.6% | -16.2% |
| 3M | -17.2% | +13.3% | -30.5% | -31.3% |
| 6M | -10.9% | +8.5% | -19.4% | -24.1% |
| YTD | -42.6% | -8.1% | -34.5% | -39.5% |
| 1Y | -59.8% | -17.9% | -41.9% | -51.3% |
| 3Y | -17.9% | +41.4% | -59.3% | -54.9% |
| 5Y | -90.7% | +9.3% | -100.0% | -91.8% |
| All | -14.8% | +28.2% | -43.0% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SONY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling