-4.8%
UPST vs SM
+581.5%
-586.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.0% |
| 7D | -3.5% | +0.1% | -3.6% | -3.6% |
| 30D | -7.1% | +26.3% | -33.4% | -13.0% |
| 3M | -13.1% | +8.7% | -21.8% | -16.5% |
| 6M | -1.1% | +51.7% | -52.8% | -15.9% |
| YTD | -35.9% | +99.0% | -134.9% | -50.3% |
| 1Y | -57.4% | +34.6% | -92.0% | -63.1% |
| 3Y | -14.9% | -7.8% | -7.1% | -19.5% |
| 5Y | -88.7% | +104.8% | -193.4% | -90.1% |
| All | -4.8% | +581.5% | -586.3% | -38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling