+90.8%
SMTC vs UPST
-88.8%
+179.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.6% | +10.9% | +9.5% |
| 7D | +12.7% | -3.5% | +16.3% | +13.5% |
| 30D | +22.0% | -7.1% | +29.1% | +23.3% |
| 3M | -12.7% | -13.1% | +0.4% | -10.4% |
| 6M | +64.8% | -1.1% | +65.9% | +64.0% |
| YTD | +100.7% | -35.9% | +136.5% | +113.7% |
| 1Y | +146.9% | -57.4% | +204.3% | +180.3% |
| 3Y | +456.8% | -14.9% | +471.7% | +419.5% |
| All | +90.8% | -88.8% | +179.6% | +93.6% |
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