-25.3%
UPST vs SM
-20.0%
-5.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.4% |
| 7D | -4.9% | -25.9% | +21.0% | +2.4% |
| 30D | -8.9% | -15.1% | +6.3% | -6.0% |
| 3M | -26.3% | +4.9% | -31.2% | -29.9% |
| 6M | -23.7% | +6.1% | -29.9% | -30.5% |
| YTD | -49.9% | +63.4% | -113.4% | -65.6% |
| 1Y | -42.0% | +72.5% | -114.4% | -61.6% |
| 3Y | -25.3% | -16.9% | -8.4% | -38.3% |
| All | -25.3% | -20.0% | -5.3% | -38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling