-93.5%
UPST vs SSNC
+6.8%
-100.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -0.1% |
| 7D | -4.9% | -3.3% | -1.6% | -0.7% |
| 30D | -8.9% | -1.3% | -7.6% | -8.9% |
| 3M | -26.3% | -2.3% | -24.0% | -25.3% |
| 6M | -23.7% | +12.6% | -36.4% | -40.5% |
| YTD | -49.9% | -10.1% | -39.8% | -44.2% |
| 1Y | -42.0% | -6.6% | -35.4% | -39.2% |
| 3Y | -25.3% | +54.0% | -79.3% | -65.9% |
| All | -93.5% | +6.8% | -100.3% | -93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling