+173.4%
SGI vs UPST
+7.9%
+165.5%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +0.7% |
| 7D | +8.5% | -3.5% | +12.1% | +9.0% |
| 30D | +0.7% | -7.1% | +7.8% | +1.5% |
| 3M | +0.6% | -13.1% | +13.7% | +2.1% |
| 6M | -17.9% | -1.1% | -16.9% | -18.2% |
| YTD | -21.2% | -35.9% | +14.7% | -18.0% |
| 1Y | -18.9% | -57.4% | +38.6% | -12.3% |
| 3Y | +52.6% | -14.9% | +67.5% | +41.0% |
| 5Y | +60.7% | -88.7% | +149.4% | +49.6% |
| All | +173.4% | +7.9% | +165.5% | +140.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling