+163.2%
SPMO vs UPST
-21.5%
+184.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.3% | +8.1% | +0.3% |
| 7D | -2.6% | -4.5% | +1.8% | -2.4% |
| 30D | -14.2% | -15.3% | +1.1% | -13.5% |
| 3M | -12.7% | -32.4% | +19.8% | -10.8% |
| 6M | -9.6% | -29.5% | +20.0% | -8.0% |
| YTD | +9.3% | -53.3% | +62.6% | +13.2% |
| 1Y | +8.2% | -47.4% | +55.6% | +11.3% |
| 3Y | +119.4% | -2.2% | +121.6% | +113.9% |
| 5Y | +112.5% | -92.0% | +204.5% | +111.7% |
| All | +163.2% | -21.5% | +184.7% | +158.6% |
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 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