+110.5%
SPMO vs UPST
-93.3%
+203.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.6% | +2.8% | +4.3% |
| 7D | -1.9% | +4.4% | -6.3% | -2.3% |
| 30D | -14.1% | -7.7% | -6.4% | -13.6% |
| 3M | -13.1% | -28.4% | +15.3% | -11.1% |
| 6M | -9.4% | -23.2% | +13.8% | -7.9% |
| YTD | +9.5% | -49.1% | +58.6% | +13.9% |
| 1Y | +10.5% | -42.4% | +52.9% | +13.8% |
| 3Y | +124.4% | +5.4% | +119.0% | +114.9% |
| 5Y | +110.5% | -92.9% | +203.4% | +126.1% |
| All | +110.5% | -93.3% | +203.8% | +126.1% |
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