-3.6%
SMR vs UPST
-82.5%
+78.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.1% |
| 7D | +4.4% | -3.5% | +8.0% | +5.4% |
| 30D | +3.4% | -7.1% | +10.5% | +5.7% |
| 3M | -19.2% | -13.1% | -6.1% | -15.6% |
| 6M | -22.6% | -1.1% | -21.6% | -21.8% |
| YTD | -31.5% | -35.9% | +4.3% | -22.7% |
| 1Y | -73.1% | -57.4% | -15.7% | -66.7% |
| 3Y | +55.0% | -14.9% | +69.8% | +62.9% |
| All | -3.6% | -82.5% | +78.9% | -0.3% |
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