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There is an update feature, which one should be careful with, but which will usually work, even with binaries.

sage -upgrade

You'd still have to have the right compilers and so forth to do this. It works best between fully released versions. I'm going to try it now from Sage 4.8 to 5.1!

Otherwise there isn't really a good option. The problem is that Sage has so many high-quality components that only really play nicely together inside of Sage, so other updating mechanisms do not work so well.