+310.8%
SIMO vs UPST
-24.8%
+335.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.1% | -7.7% | -5.8% |
| 7D | +4.1% | -10.6% | +14.8% | +5.0% |
| 30D | -24.0% | -14.0% | -10.0% | -23.1% |
| 3M | -31.8% | -36.8% | +5.1% | -29.5% |
| 6M | -36.9% | -27.5% | -9.4% | -35.5% |
| YTD | +84.8% | -55.3% | +140.1% | +93.9% |
| 1Y | +99.0% | -47.5% | +146.5% | +106.0% |
| 3Y | +217.9% | -10.4% | +228.4% | +206.4% |
| 5Y | +171.5% | -92.6% | +264.1% | +175.1% |
| All | +310.8% | -24.8% | +335.6% | +307.9% |
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