+53.8%
SITM vs UPST
-51.0%
+104.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.9% | +6.4% | +1.4% |
| 7D | +32.5% | -13.5% | +46.1% | +37.5% |
| 30D | -18.8% | -19.6% | +0.8% | -14.1% |
| 3M | -30.9% | -34.2% | +3.3% | -23.1% |
| 6M | -44.5% | -31.2% | -13.2% | -38.4% |
| YTD | +33.2% | -56.2% | +89.4% | +46.6% |
| 1Y | +53.8% | -51.7% | +105.5% | +59.1% |
| All | +53.8% | -51.0% | +104.8% | +59.1% |
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