+172.1%
SIMO vs UPST
-93.3%
+265.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.6% | +4.0% | +5.5% |
| 7D | -8.5% | +4.4% | -12.9% | -8.9% |
| 30D | -34.8% | -7.7% | -27.1% | -34.3% |
| 3M | -32.8% | -28.4% | -4.4% | -30.9% |
| 6M | -32.0% | -23.2% | -8.9% | -30.6% |
| YTD | +87.0% | -49.1% | +136.1% | +96.0% |
| 1Y | +86.1% | -42.4% | +128.4% | +92.4% |
| 3Y | +226.4% | +5.4% | +221.1% | +206.4% |
| 5Y | +172.1% | -92.9% | +265.0% | +239.2% |
| All | +172.1% | -93.3% | +265.5% | +239.2% |
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