+57.6%
SMTC vs UPST
-47.2%
+104.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -8.3% | +5.7% | -0.5% |
| 7D | -10.9% | -4.5% | -6.4% | -10.0% |
| 30D | -39.4% | -15.3% | -24.1% | -36.8% |
| 3M | -13.5% | -32.4% | +18.9% | -4.7% |
| 6M | -6.8% | -29.5% | +22.7% | +1.5% |
| YTD | +54.0% | -53.3% | +107.3% | +71.4% |
| All | +57.6% | -47.2% | +104.8% | +68.3% |
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 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