+145.4%
SIMO vs UPST
-93.2%
+238.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -5.3% | -9.1% | -13.9% |
| 7D | -31.4% | -10.9% | -20.5% | -30.6% |
| 30D | -45.2% | -7.2% | -38.0% | -44.8% |
| 3M | -36.5% | -26.7% | -9.8% | -34.8% |
| 6M | -34.2% | -29.0% | -5.2% | -32.4% |
| YTD | +69.9% | -49.4% | +119.3% | +78.1% |
| 1Y | +60.4% | -47.0% | +107.4% | +67.1% |
| 3Y | +203.1% | -27.0% | +230.1% | +191.9% |
| 5Y | +145.4% | -93.3% | +238.8% | +172.9% |
| All | +145.4% | -93.2% | +238.6% | +172.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling