-12.1%
UPST vs SONY
+27.8%
-39.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.7% | -3.6% |
| 7D | -8.1% | -4.9% | -3.2% | -2.2% |
| 30D | -14.3% | -1.6% | -12.7% | -13.2% |
| 3M | -16.6% | +10.0% | -26.6% | -28.2% |
| 6M | -7.3% | +8.4% | -15.7% | -21.0% |
| YTD | -40.8% | -8.4% | -32.4% | -37.3% |
| 1Y | -62.4% | -18.4% | -44.1% | -54.2% |
| 3Y | -15.3% | +41.0% | -56.3% | -53.3% |
| 5Y | -91.1% | +9.3% | -100.3% | -92.1% |
| All | -12.1% | +27.8% | -39.9% | -28.1% |
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