+204.7%
SPMO vs UPST
-0.4%
+205.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +0.1% |
| 7D | +2.7% | -8.1% | +10.8% | +3.2% |
| 30D | +1.1% | -14.3% | +15.4% | +1.9% |
| 3M | +2.0% | -16.6% | +18.7% | +3.0% |
| 6M | +26.5% | -7.3% | +33.8% | +26.6% |
| YTD | +26.5% | -40.8% | +67.3% | +29.4% |
| 1Y | +27.9% | -62.4% | +90.4% | +33.5% |
| 3Y | +160.4% | -15.3% | +175.7% | +153.7% |
| 5Y | +151.5% | -91.1% | +242.6% | +147.7% |
| All | +204.7% | -0.4% | +205.1% | +195.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling