-12.1%
UPST vs SSNC
+18.5%
-30.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.7% | -2.2% |
| 7D | -8.1% | -3.9% | -4.2% | -3.2% |
| 30D | -14.3% | -0.2% | -14.1% | -14.0% |
| 3M | -16.6% | +15.9% | -32.6% | -34.0% |
| 6M | -7.3% | +7.5% | -14.7% | -19.1% |
| YTD | -40.8% | -8.2% | -32.6% | -35.2% |
| 1Y | -62.4% | -9.3% | -53.1% | -58.1% |
| 3Y | -15.3% | +48.5% | -63.8% | -51.9% |
| 5Y | -91.1% | +16.0% | -107.1% | -92.3% |
| All | -12.1% | +18.5% | -30.6% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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