+47.7%
SMTC vs UPST
-47.3%
+95.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -1.1% | +13.9% | +13.0% |
| 7D | -19.0% | -4.9% | -14.1% | -17.9% |
| 30D | -46.7% | -8.9% | -37.9% | -45.5% |
| 3M | -23.4% | -26.3% | +2.9% | -17.4% |
| 6M | -13.4% | -23.7% | +10.3% | -7.4% |
| YTD | +40.1% | -49.9% | +90.0% | +53.5% |
| 1Y | +47.7% | -42.0% | +89.6% | +52.0% |
| All | +47.7% | -47.3% | +95.0% | +52.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling