+63.7%
SMTC vs UPST
-14.4%
+78.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +1.6% | +11.2% | +12.6% |
| 7D | -4.8% | +4.4% | -9.3% | -5.6% |
| 30D | -37.8% | -7.7% | -30.2% | -37.2% |
| 3M | -16.5% | -28.4% | +12.0% | -12.9% |
| 6M | -4.4% | -23.2% | +18.8% | -1.4% |
| YTD | +58.0% | -49.1% | +107.1% | +71.1% |
| 1Y | +62.0% | -42.4% | +104.4% | +72.1% |
| 3Y | +745.7% | +5.4% | +740.3% | +698.8% |
| 5Y | +29.0% | -92.9% | +121.9% | +31.7% |
| All | +63.7% | -14.4% | +78.1% | +53.3% |
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 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