-33.6%
UPST vs SSNC
+18.7%
-52.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +2.0% | +1.9% |
| 7D | -10.6% | +2.3% | -12.9% | -13.3% |
| 30D | -14.0% | -3.1% | -10.9% | -11.7% |
| 3M | -36.8% | -2.7% | -34.1% | -35.6% |
| 6M | -27.5% | +23.7% | -51.2% | -49.1% |
| YTD | -55.3% | -8.0% | -47.2% | -52.0% |
| 1Y | -47.5% | -4.7% | -42.8% | -46.5% |
| 3Y | -10.4% | +58.0% | -68.4% | -54.8% |
| 5Y | -92.6% | +8.0% | -100.6% | -93.6% |
| All | -33.6% | +18.7% | -52.4% | -47.6% |
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