+18.1%
SBUX vs UPST
-24.8%
+42.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.3% |
| 7D | +1.6% | -10.6% | +12.2% | +2.3% |
| 30D | +14.8% | -14.0% | +28.8% | +15.9% |
| 3M | -0.8% | -36.8% | +36.0% | +2.2% |
| 6M | +2.2% | -27.5% | +29.8% | +3.9% |
| YTD | +29.5% | -55.3% | +84.7% | +35.2% |
| 1Y | +27.0% | -47.5% | +74.6% | +31.1% |
| 3Y | +10.9% | -10.4% | +21.4% | +6.8% |
| 5Y | +7.4% | -92.6% | +100.0% | +3.5% |
| All | +18.1% | -24.8% | +42.9% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 10y: compounded portfolio wealth divided by compounded UPST 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…
10y analysis · Full analysis span regression · 6 months rolling