+3.0%
SBUX vs UPST
-93.6%
+96.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | +1.7% | -4.9% | +6.6% | +2.1% |
| 30D | +12.6% | -8.9% | +21.5% | +13.5% |
| 3M | +0.8% | -26.3% | +27.1% | +3.6% |
| 6M | +0.2% | -23.7% | +23.9% | +2.1% |
| YTD | +27.4% | -49.9% | +77.4% | +34.2% |
| 1Y | +31.5% | -42.0% | +73.5% | +36.1% |
| 3Y | +9.3% | -25.3% | +34.6% | +3.0% |
| All | +3.0% | -93.6% | +96.6% | +6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling