+519.2%
SIMO vs UPST
+7.9%
+511.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.6% | +10.3% | +8.8% |
| 7D | +4.2% | -3.5% | +7.8% | +4.5% |
| 30D | +4.1% | -7.1% | +11.2% | +4.6% |
| 3M | -12.9% | -13.1% | +0.2% | -12.0% |
| 6M | +110.3% | -1.1% | +111.4% | +109.3% |
| YTD | +178.6% | -35.9% | +214.4% | +184.8% |
| 1Y | +220.0% | -57.4% | +277.4% | +236.1% |
| 3Y | +409.0% | -14.9% | +423.9% | +387.9% |
| 5Y | +277.3% | -88.7% | +366.0% | +271.5% |
| All | +519.2% | +7.9% | +511.4% | +498.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling