-12.3%
UPST vs SM
-3.8%
-8.5%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +5.2% | -12.0% | -8.1% |
| 7D | -13.5% | +10.6% | -24.1% | -15.8% |
| 30D | -19.6% | -15.0% | -4.7% | -17.1% |
| 3M | -34.2% | +1.7% | -35.9% | -36.2% |
| 6M | -31.2% | +5.9% | -37.1% | -36.1% |
| YTD | -56.2% | +79.0% | -135.2% | -70.3% |
| 1Y | -51.7% | +84.7% | -136.3% | -67.9% |
| All | -12.3% | -3.8% | -8.5% | -33.8% |
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