-27.8%
UPST vs SUNB
+13.1%
-40.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.3% | -8.0% | -8.2% |
| 7D | -4.5% | -2.5% | -2.0% | -3.9% |
| 30D | -15.3% | +8.2% | -23.6% | -17.4% |
| 3M | -32.4% | +3.6% | -36.0% | -33.1% |
| 6M | -29.5% | +12.8% | -42.3% | -31.5% |
| All | -27.8% | +13.1% | -40.9% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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