+60.1%
STLD vs UPST
-48.7%
+108.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +9.4% | -12.5% | -3.7% |
| 7D | -3.9% | -3.1% | -0.8% | -3.7% |
| 30D | -0.4% | -4.0% | +3.6% | -0.1% |
| 3M | -9.2% | -22.9% | +13.7% | -7.6% |
| 6M | +5.0% | -27.1% | +32.1% | +6.7% |
| YTD | +42.8% | -46.5% | +89.3% | +47.6% |
| 1Y | +60.1% | -49.4% | +109.5% | +66.5% |
| All | +60.1% | -48.7% | +108.8% | +66.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling