+801.8%
SMCI vs UPST
-26.3%
+828.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -6.9% | -4.4% | -10.4% |
| 7D | -0.3% | -13.5% | +13.2% | +1.7% |
| 30D | -30.9% | -19.6% | -11.3% | -28.8% |
| 3M | -28.2% | -34.2% | +6.0% | -24.2% |
| 6M | -17.7% | -31.2% | +13.5% | -13.5% |
| YTD | -7.8% | -56.2% | +48.4% | +1.9% |
| 1Y | -28.8% | -51.7% | +22.9% | -22.3% |
| 3Y | +1.5% | -8.2% | +9.7% | 0.0% |
| 5Y | +517.8% | -92.8% | +610.5% | +539.8% |
| All | +801.8% | -26.3% | +828.1% | +769.1% |
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 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