+293.4%
SIMO vs UPST
-15.8%
+309.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +4.2% |
| 7D | -22.0% | -4.9% | -17.1% | -21.7% |
| 30D | -43.0% | -8.9% | -34.2% | -42.6% |
| 3M | -39.1% | -26.3% | -12.8% | -37.8% |
| 6M | -33.3% | -23.7% | -9.6% | -32.1% |
| YTD | +77.0% | -49.9% | +126.9% | +84.1% |
| 1Y | +73.0% | -42.0% | +115.0% | +77.8% |
| 3Y | +215.7% | -25.3% | +241.0% | +206.3% |
| 5Y | +155.6% | -93.4% | +249.0% | +158.8% |
| All | +293.4% | -15.8% | +309.2% | +287.3% |
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