-10.4%
UPST vs SFM
+27.3%
-37.8%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +1.8% |
| 7D | -10.6% | +6.0% | -16.7% | -12.2% |
| 30D | -14.0% | -19.5% | +5.5% | -9.5% |
| 3M | -36.8% | -37.0% | +0.2% | -27.8% |
| 6M | -27.5% | -41.0% | +13.5% | -16.2% |
| YTD | -55.3% | -34.6% | -20.6% | -51.2% |
| 1Y | -47.5% | -36.3% | -11.3% | -42.4% |
| 3Y | -10.4% | +24.5% | -35.0% | -40.5% |
| All | -10.4% | +27.3% | -37.8% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 3y: compounded portfolio wealth divided by compounded SFM 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…
3y analysis · Full analysis span regression · 6 months rolling