-24.5%
UPST vs SM
+444.2%
-468.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.4% | +2.3% |
| 7D | +4.4% | -22.3% | +26.7% | +10.1% |
| 30D | -7.7% | -21.4% | +13.7% | -3.1% |
| 3M | -28.4% | +1.4% | -29.8% | -30.3% |
| 6M | -23.2% | +0.1% | -23.3% | -26.7% |
| YTD | -49.1% | +59.0% | -108.1% | -59.0% |
| 1Y | -42.4% | +64.3% | -106.7% | -54.1% |
| 3Y | +5.4% | -13.1% | +18.5% | -0.2% |
| 5Y | -92.9% | -13.9% | -79.0% | -93.5% |
| All | -24.5% | +444.2% | -468.7% | -49.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling