+59.3%
SGI vs UPST
-13.8%
+73.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +0.7% |
| 7D | +8.5% | -3.5% | +12.1% | +9.1% |
| 30D | +0.7% | -7.1% | +7.8% | +1.7% |
| 3M | +0.6% | -13.1% | +13.7% | +2.5% |
| 6M | -17.9% | -1.1% | -16.9% | -18.3% |
| YTD | -21.2% | -35.9% | +14.7% | -17.5% |
| 1Y | -18.9% | -57.4% | +38.6% | -11.0% |
| All | +59.3% | -13.8% | +73.0% | +50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling