+101.7%
SMR vs UPST
-4.9%
+106.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.1% | -5.5% | -4.4% |
| 7D | -8.3% | -10.6% | +2.4% | -3.0% |
| 30D | -20.1% | -14.0% | -6.1% | -14.1% |
| 3M | -52.7% | -36.8% | -15.8% | -41.0% |
| 6M | -61.0% | -27.5% | -33.5% | -54.4% |
| YTD | -67.1% | -55.3% | -11.8% | -51.7% |
| 1Y | -79.9% | -47.5% | -32.3% | -72.5% |
| 3Y | +101.7% | -10.4% | +112.2% | +92.8% |
| All | +101.7% | -4.9% | +106.6% | +92.8% |
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