+172.4%
SITM vs UPST
-90.4%
+262.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.5% | -0.4% |
| 7D | +3.7% | -8.1% | +11.8% | +6.1% |
| 30D | -14.5% | -14.3% | -0.2% | -11.0% |
| 3M | -10.6% | -16.6% | +6.1% | -6.1% |
| 6M | +65.5% | -7.3% | +72.8% | +67.2% |
| YTD | +67.0% | -40.8% | +107.8% | +86.4% |
| 1Y | +138.6% | -62.4% | +201.0% | +198.5% |
| 3Y | +421.8% | -15.3% | +437.1% | +349.1% |
| 5Y | +172.4% | -91.1% | +263.5% | +229.5% |
| All | +172.4% | -90.4% | +262.9% | +229.5% |
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