+797.8%
SMCI vs UPST
-24.8%
+822.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.6% | -0.7% |
| 7D | -6.6% | -10.6% | +4.1% | -5.1% |
| 30D | -24.9% | -14.0% | -10.9% | -23.4% |
| 3M | -31.4% | -36.8% | +5.5% | -27.1% |
| 6M | -16.0% | -27.5% | +11.5% | -12.4% |
| YTD | -8.2% | -55.3% | +47.1% | +1.1% |
| 1Y | -23.4% | -47.5% | +24.1% | -17.3% |
| 3Y | +5.0% | -10.4% | +15.5% | +3.8% |
| 5Y | +515.0% | -92.6% | +607.6% | +535.1% |
| All | +797.8% | -24.8% | +822.5% | +762.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling