+43.4%
SMCI vs UPST
-14.8%
+58.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.8% | +5.5% | +2.5% |
| 7D | +9.7% | -1.5% | +11.2% | +10.0% |
| 30D | +29.3% | -13.2% | +42.5% | +33.1% |
| 3M | -8.5% | -13.0% | +4.5% | -5.9% |
| 6M | +28.6% | -2.9% | +31.5% | +28.8% |
| YTD | +37.5% | -38.3% | +75.9% | +49.5% |
| 1Y | +0.5% | -60.5% | +61.0% | +17.5% |
| 3Y | +43.4% | -11.7% | +55.2% | +57.1% |
| All | +43.4% | -14.8% | +58.3% | +57.1% |
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