-4.8%
UPST vs SFM
+309.5%
-314.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.5% | -2.3% |
| 7D | -3.5% | -0.1% | -3.5% | -3.6% |
| 30D | -7.1% | -4.4% | -2.7% | -6.5% |
| 3M | -13.1% | +1.5% | -14.6% | -13.9% |
| 6M | -1.1% | +6.5% | -7.6% | -4.1% |
| YTD | -35.9% | +2.2% | -38.0% | -37.4% |
| 1Y | -57.4% | -41.9% | -15.5% | -52.8% |
| 3Y | -14.9% | +106.8% | -121.6% | -16.9% |
| 5Y | -88.7% | +231.6% | -320.2% | -88.9% |
| All | -4.8% | +309.5% | -314.3% | -13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling