-4.8%
UPST vs SSNC
+24.9%
-29.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.5% | -0.1% |
| 7D | -3.5% | +0.6% | -4.2% | -4.3% |
| 30D | -7.1% | +6.0% | -13.2% | -14.0% |
| 3M | -13.1% | +21.0% | -34.0% | -35.1% |
| 6M | -1.1% | +12.1% | -13.2% | -18.3% |
| YTD | -35.9% | -3.2% | -32.6% | -34.5% |
| 1Y | -57.4% | -4.4% | -53.1% | -55.8% |
| 3Y | -14.9% | +51.6% | -66.5% | -52.9% |
| 5Y | -88.7% | +21.1% | -109.7% | -90.9% |
| All | -4.8% | +24.9% | -29.8% | -28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling