+446.4%
SMH vs UPST
+3.8%
+442.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.8% | +5.0% | +1.6% |
| 7D | +5.2% | -1.5% | +6.7% | +5.4% |
| 30D | -1.5% | -13.2% | +11.7% | -0.1% |
| 3M | -4.1% | -13.0% | +8.9% | -2.7% |
| 6M | +50.8% | -2.9% | +53.6% | +50.4% |
| YTD | +59.3% | -38.3% | +97.6% | +66.0% |
| 1Y | +94.1% | -60.5% | +154.5% | +110.9% |
| 3Y | +286.7% | -11.7% | +298.5% | +261.4% |
| 5Y | +339.4% | -90.2% | +429.6% | +320.6% |
| All | +446.4% | +3.8% | +442.6% | +387.9% |
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