+59.5%
SMTC vs UPST
-21.5%
+81.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -8.3% | +5.7% | -1.3% |
| 7D | -10.9% | -4.5% | -6.4% | -10.5% |
| 30D | -39.4% | -15.3% | -24.1% | -38.1% |
| 3M | -13.5% | -32.4% | +18.9% | -9.1% |
| 6M | -6.8% | -29.5% | +22.7% | -2.7% |
| YTD | +54.0% | -53.3% | +107.3% | +68.9% |
| 1Y | +50.8% | -47.4% | +98.1% | +62.3% |
| 3Y | +677.3% | -2.2% | +679.5% | +642.5% |
| 5Y | +28.7% | -92.0% | +120.8% | +31.9% |
| All | +59.5% | -21.5% | +81.0% | +51.3% |
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