-16.3%
UPST vs SM
-7.7%
-8.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -0.9% |
| 7D | -3.5% | +0.1% | -3.6% | -3.6% |
| 30D | -7.1% | +26.3% | -33.4% | -14.4% |
| 3M | -13.1% | +8.7% | -21.8% | -17.0% |
| 6M | -1.1% | +51.7% | -52.8% | -22.4% |
| YTD | -35.9% | +99.0% | -134.9% | -57.3% |
| 1Y | -57.4% | +34.6% | -92.0% | -65.2% |
| All | -16.3% | -7.7% | -8.5% | -30.1% |
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 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