+8.6%
SMCI vs UPST
-0.8%
+9.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -8.3% | +5.4% | -1.0% |
| 7D | -11.5% | -4.5% | -7.0% | -10.7% |
| 30D | -33.6% | -15.3% | -18.3% | -31.2% |
| 3M | -11.7% | -32.4% | +20.8% | -4.1% |
| 6M | -21.4% | -29.5% | +8.1% | -15.4% |
| YTD | -5.1% | -53.3% | +48.3% | +9.7% |
| 1Y | -30.9% | -47.4% | +16.5% | -22.0% |
| All | +8.6% | -0.8% | +9.4% | +11.0% |
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