+73.0%
SIMO vs UPST
-47.3%
+120.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +4.3% |
| 7D | -22.0% | -4.9% | -17.1% | -21.5% |
| 30D | -43.0% | -8.9% | -34.2% | -42.4% |
| 3M | -39.1% | -26.3% | -12.8% | -37.9% |
| 6M | -33.3% | -23.7% | -9.6% | -31.6% |
| YTD | +77.0% | -49.9% | +126.9% | +76.4% |
| 1Y | +73.0% | -42.0% | +115.0% | +61.7% |
| All | +73.0% | -47.3% | +120.3% | +61.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling