+150.2%
SPMO vs UPST
-90.2%
+240.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.3% | +0.8% |
| 7D | +3.4% | -1.5% | +4.9% | +3.5% |
| 30D | +0.5% | -13.2% | +13.7% | +1.5% |
| 3M | +1.9% | -13.0% | +14.9% | +2.8% |
| 6M | +27.8% | -2.9% | +30.7% | +27.5% |
| YTD | +26.7% | -38.3% | +65.0% | +29.9% |
| 1Y | +28.9% | -60.5% | +89.3% | +35.8% |
| 3Y | +160.7% | -11.7% | +172.4% | +150.3% |
| 5Y | +150.2% | -90.2% | +240.4% | +153.4% |
| All | +150.2% | -90.2% | +240.4% | +153.4% |
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