-16.9%
SMTC vs UPST
-28.2%
+11.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -8.3% | +5.7% | -0.6% |
| 7D | -10.9% | -4.5% | -6.4% | -9.7% |
| 30D | -39.4% | -15.3% | -24.1% | -36.3% |
| 3M | -13.5% | -32.4% | +18.9% | -2.4% |
| All | -16.9% | -28.2% | +11.4% | -7.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling