+86.1%
SGI vs UPST
-28.6%
+114.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.3% | +2.5% | -2.0% |
| 7D | +5.3% | -10.9% | +16.2% | +7.0% |
| 30D | +8.2% | -7.2% | +15.4% | +9.3% |
| 3M | -2.2% | -26.7% | +24.5% | +2.1% |
| 6M | -8.4% | -29.0% | +20.5% | -4.3% |
| YTD | -23.4% | -49.4% | +25.9% | -17.2% |
| 1Y | -14.0% | -47.0% | +33.0% | -7.9% |
| All | +86.1% | -28.6% | +114.7% | +70.2% |
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