+44.4%
SITM vs UPST
-48.7%
+93.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +9.4% | -18.8% | -11.1% |
| 7D | -19.5% | -3.1% | -16.4% | -19.0% |
| 30D | -43.2% | -4.0% | -39.2% | -42.7% |
| 3M | -30.8% | -22.9% | -7.9% | -27.4% |
| 6M | -28.6% | -27.1% | -1.5% | -24.5% |
| YTD | +14.2% | -46.5% | +60.7% | +13.2% |
| 1Y | +44.4% | -49.4% | +93.8% | +44.0% |
| All | +44.4% | -48.7% | +93.1% | +44.0% |
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