+107.9%
SMTC vs UPST
+7.9%
+100.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.6% | +10.9% | +9.5% |
| 7D | +12.7% | -3.5% | +16.3% | +13.3% |
| 30D | +22.0% | -7.1% | +29.1% | +23.0% |
| 3M | -12.7% | -13.1% | +0.4% | -10.9% |
| 6M | +64.8% | -1.1% | +65.9% | +64.3% |
| YTD | +100.7% | -35.9% | +136.5% | +111.1% |
| 1Y | +146.9% | -57.4% | +204.3% | +173.1% |
| 3Y | +456.8% | -14.9% | +471.7% | +431.7% |
| 5Y | +89.2% | -88.7% | +177.9% | +85.4% |
| All | +107.9% | +7.9% | +100.0% | +89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling