+1,239.8%
SMCI vs UPST
-1.6%
+1,241.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.0% | +5.3% | +7.0% |
| 7D | +1.3% | -8.8% | +10.1% | +2.5% |
| 30D | +6.6% | -12.1% | +18.7% | +8.4% |
| 3M | +25.4% | -19.5% | +44.9% | +28.8% |
| 6M | +26.1% | -6.8% | +33.0% | +27.2% |
| YTD | +37.0% | -41.5% | +78.5% | +45.8% |
| 1Y | -8.8% | -58.9% | +50.1% | +1.0% |
| 3Y | +44.6% | -15.2% | +59.8% | +41.3% |
| 5Y | +995.9% | -90.5% | +1,086.5% | +990.7% |
| All | +1,239.8% | -1.6% | +1,241.4% | +1,143.3% |
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