+1,222.8%
SMCI vs UPST
+7.9%
+1,214.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.6% | +6.2% | +4.8% |
| 7D | +6.8% | -3.5% | +10.3% | +7.3% |
| 30D | +30.6% | -7.1% | +37.7% | +31.7% |
| 3M | -15.6% | -13.1% | -2.5% | -14.0% |
| 6M | +21.3% | -1.1% | +22.3% | +21.2% |
| YTD | +35.3% | -35.9% | +71.1% | +42.1% |
| 1Y | -2.7% | -57.4% | +54.7% | +6.9% |
| 3Y | +40.3% | -14.9% | +55.2% | +36.6% |
| 5Y | +941.8% | -88.7% | +1,030.5% | +921.7% |
| All | +1,222.8% | +7.9% | +1,214.9% | +1,112.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling