+66.8%
SGI vs UPST
-6.9%
+73.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.9% | +3.9% | -1.9% |
| 7D | -10.7% | -13.5% | +2.8% | -8.6% |
| 30D | -3.6% | -19.6% | +16.1% | -0.3% |
| 3M | -5.4% | -34.2% | +28.8% | +0.7% |
| 6M | -7.0% | -31.2% | +24.2% | -1.9% |
| YTD | -31.6% | -56.2% | +24.6% | -24.1% |
| 1Y | -33.5% | -51.7% | +18.1% | -27.4% |
| All | +66.8% | -6.9% | +73.7% | +40.4% |
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