+11.1%
SMR vs UPST
-83.1%
+94.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -3.8% | +19.1% | +16.3% |
| 7D | +21.4% | -1.5% | +22.9% | +21.7% |
| 30D | +13.8% | -13.2% | +27.1% | +18.3% |
| 3M | +3.9% | -13.0% | +16.9% | +8.1% |
| 6M | -4.2% | -2.9% | -1.3% | -2.7% |
| YTD | -21.1% | -38.3% | +17.2% | -10.2% |
| 1Y | -67.1% | -60.5% | -6.6% | -58.6% |
| 3Y | +88.9% | -11.7% | +100.6% | +99.4% |
| All | +11.1% | -83.1% | +94.3% | +15.9% |
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