-33.6%
UPST vs SONY
+47.6%
-81.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +0.3% |
| 7D | -10.6% | +0.3% | -10.9% | -10.9% |
| 30D | -14.0% | +11.1% | -25.1% | -25.2% |
| 3M | -36.8% | +14.7% | -51.5% | -47.8% |
| 6M | -27.5% | +18.8% | -46.3% | -44.4% |
| YTD | -55.3% | +5.7% | -61.0% | -60.9% |
| 1Y | -47.5% | -8.1% | -39.5% | -44.5% |
| 3Y | -10.4% | +64.0% | -74.4% | -59.2% |
| 5Y | -92.6% | +12.6% | -105.2% | -94.0% |
| All | -33.6% | +47.6% | -81.2% | -55.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling