-18.9%
SGI vs UPST
-56.5%
+37.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +0.8% |
| 7D | +8.5% | -3.5% | +12.1% | +9.3% |
| 30D | +0.7% | -7.1% | +7.8% | +1.9% |
| 3M | +0.6% | -13.1% | +13.7% | +2.7% |
| 6M | -17.9% | -1.1% | -16.9% | -18.4% |
| YTD | -21.2% | -35.9% | +14.7% | -19.6% |
| 1Y | -18.9% | -57.4% | +38.6% | -16.9% |
| All | -18.9% | -56.5% | +37.7% | -16.9% |
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