-49.4%
UPST vs SM
+70.4%
-119.8%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -15.3% | +24.7% | +5.8% |
| 7D | -3.1% | -21.5% | +18.3% | -7.8% |
| 30D | -4.0% | -11.4% | +7.4% | -6.0% |
| 3M | -22.9% | +0.6% | -23.5% | -21.8% |
| 6M | -27.1% | +0.2% | -27.4% | -25.1% |
| YTD | -46.5% | +69.7% | -116.2% | -50.5% |
| 1Y | -49.4% | +71.6% | -121.0% | -54.1% |
| All | -49.4% | +70.4% | -119.8% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling