+151.1%
SGI vs UPST
-15.8%
+166.9%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.1% | -4.3% | -5.3% |
| 7D | +1.0% | -4.9% | +5.9% | +1.5% |
| 30D | +3.9% | -8.9% | +12.8% | +5.0% |
| 3M | -0.8% | -26.3% | +25.5% | +2.7% |
| 6M | -18.0% | -23.7% | +5.8% | -15.6% |
| YTD | -27.6% | -49.9% | +22.3% | -22.5% |
| 1Y | -27.2% | -42.0% | +14.7% | -23.6% |
| 3Y | +76.0% | -25.3% | +101.3% | +65.6% |
| 5Y | +50.0% | -93.4% | +143.4% | +44.9% |
| All | +151.1% | -15.8% | +166.9% | +127.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling