+27.6%
SMTC vs UPST
-92.5%
+120.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.1% | -6.2% | -4.5% |
| 7D | +11.0% | -10.6% | +21.7% | +13.4% |
| 30D | -28.5% | -14.0% | -14.5% | -26.8% |
| 3M | -14.2% | -36.8% | +22.6% | -7.3% |
| 6M | -18.0% | -27.5% | +9.5% | -13.7% |
| YTD | +55.5% | -55.3% | +110.8% | +76.2% |
| 1Y | +69.5% | -47.5% | +117.1% | +86.1% |
| 3Y | +699.7% | -10.4% | +710.1% | +653.4% |
| All | +27.6% | -92.5% | +120.1% | +45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling