-12.1%
SGI vs UPST
-48.7%
+36.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +9.4% | -2.6% | +4.7% |
| 7D | +12.1% | -3.1% | +15.2% | +12.6% |
| 30D | +12.1% | -4.0% | +16.1% | +12.7% |
| 3M | +0.4% | -22.9% | +23.3% | +5.5% |
| 6M | -4.0% | -27.1% | +23.1% | +1.3% |
| YTD | -21.2% | -46.5% | +25.3% | -16.8% |
| 1Y | -12.1% | -49.4% | +37.4% | -6.8% |
| All | -12.1% | -48.7% | +36.6% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 1y: compounded portfolio wealth divided by compounded UPST 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…
1y analysis · Full analysis span regression · 6 months rolling