+499.7%
SMTC vs UPST
-11.9%
+511.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.6% | +10.9% | +9.6% |
| 7D | +12.7% | -3.5% | +16.3% | +13.7% |
| 30D | +22.0% | -7.1% | +29.1% | +23.7% |
| 3M | -12.7% | -13.1% | +0.4% | -9.7% |
| 6M | +64.8% | -1.1% | +65.9% | +63.5% |
| YTD | +100.7% | -35.9% | +136.5% | +117.6% |
| 1Y | +146.9% | -57.4% | +204.3% | +192.1% |
| All | +499.7% | -11.9% | +511.6% | +415.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling