+420.2%
SITM vs UPST
-11.9%
+432.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.6% | +8.2% | +7.0% |
| 7D | +9.7% | -3.5% | +13.3% | +10.9% |
| 30D | +12.7% | -7.1% | +19.8% | +14.9% |
| 3M | -13.4% | -13.1% | -0.3% | -9.7% |
| 6M | +59.6% | -1.1% | +60.7% | +58.3% |
| YTD | +73.3% | -35.9% | +109.2% | +89.8% |
| 1Y | +165.5% | -57.4% | +223.0% | +225.6% |
| All | +420.2% | -11.9% | +432.1% | +344.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling