+14.0%
SMTC vs UPST
-93.6%
+107.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -1.1% | +13.9% | +13.0% |
| 7D | -19.0% | -4.9% | -14.1% | -18.4% |
| 30D | -46.7% | -8.9% | -37.9% | -46.0% |
| 3M | -23.4% | -26.3% | +2.9% | -19.7% |
| 6M | -13.4% | -23.7% | +10.3% | -9.8% |
| YTD | +40.1% | -49.9% | +90.0% | +55.2% |
| 1Y | +47.7% | -42.0% | +89.6% | +59.0% |
| 3Y | +606.9% | -25.3% | +632.2% | +576.2% |
| All | +14.0% | -93.6% | +107.6% | +26.8% |
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