+335.2%
SIMO vs UPST
-26.3%
+361.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.9% | +4.6% | -1.7% |
| 7D | +14.9% | -13.5% | +28.4% | +16.1% |
| 30D | -27.0% | -19.6% | -7.3% | -25.8% |
| 3M | -25.4% | -34.2% | +8.8% | -23.1% |
| 6M | -30.3% | -31.2% | +1.0% | -28.5% |
| YTD | +95.8% | -56.2% | +152.0% | +105.8% |
| 1Y | +100.0% | -51.7% | +151.7% | +108.4% |
| 3Y | +238.3% | -8.2% | +246.5% | +225.6% |
| 5Y | +187.6% | -92.8% | +280.3% | +192.0% |
| All | +335.2% | -26.3% | +361.6% | +332.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling