-11.7%
UPST vs SSNC
+51.8%
-63.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.8% | 0.0% | +0.9% |
| 7D | -1.5% | -1.8% | +0.3% | +0.7% |
| 30D | -13.2% | +1.9% | -15.1% | -15.1% |
| 3M | -13.0% | +18.4% | -31.4% | -31.8% |
| 6M | -2.9% | +7.0% | -9.8% | -12.3% |
| YTD | -38.3% | -6.9% | -31.4% | -30.7% |
| 1Y | -60.5% | -8.2% | -52.3% | -54.6% |
| 3Y | -11.7% | +50.5% | -62.3% | -64.9% |
| All | -11.7% | +51.8% | -63.6% | -64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling