-90.7%
UPST vs SONY
+10.2%
-100.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.2% | +0.4% | +1.6% |
| 7D | -1.5% | -5.2% | +3.7% | +5.3% |
| 30D | -13.2% | +0.3% | -13.5% | -14.3% |
| 3M | -13.0% | +6.2% | -19.2% | -22.1% |
| 6M | -2.9% | +9.5% | -12.4% | -19.1% |
| YTD | -38.3% | -8.1% | -30.2% | -34.8% |
| 1Y | -60.5% | -17.9% | -42.5% | -51.6% |
| 3Y | -11.7% | +41.5% | -53.2% | -55.2% |
| All | -90.7% | +10.2% | -100.9% | -91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling