-18.8%
SGI vs UPST
-59.7%
+41.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | +0.3% |
| 7D | +9.3% | -1.5% | +10.8% | +9.6% |
| 30D | +6.9% | -13.2% | +20.1% | +9.5% |
| 3M | +2.8% | -13.0% | +15.8% | +5.2% |
| 6M | -12.6% | -2.9% | -9.7% | -12.6% |
| YTD | -21.5% | -38.3% | +16.8% | -19.4% |
| 1Y | -18.8% | -60.5% | +41.7% | -16.1% |
| All | -18.8% | -59.7% | +41.0% | -16.1% |
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