+606.9%
SMTC vs UPST
-29.4%
+636.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -1.1% | +13.9% | +13.0% |
| 7D | -19.0% | -4.9% | -14.1% | -18.2% |
| 30D | -46.7% | -8.9% | -37.9% | -45.8% |
| 3M | -23.4% | -26.3% | +2.9% | -18.5% |
| 6M | -13.4% | -23.7% | +10.3% | -8.8% |
| YTD | +40.1% | -49.9% | +90.0% | +59.7% |
| 1Y | +47.7% | -42.0% | +89.6% | +62.0% |
| 3Y | +606.9% | -25.3% | +632.2% | +600.4% |
| All | +606.9% | -29.4% | +636.3% | +600.4% |
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