-60.5%
UPST vs SM
+46.7%
-107.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.6% | -7.4% | -3.2% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | -13.2% | +31.5% | -44.7% | -9.2% |
| 3M | -13.0% | +17.3% | -30.3% | -9.0% |
| 6M | -2.9% | +48.5% | -51.4% | -0.3% |
| YTD | -38.3% | +106.3% | -144.6% | -40.7% |
| 1Y | -60.5% | +47.3% | -107.7% | -62.5% |
| All | -60.5% | +46.7% | -107.2% | -62.5% |
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