+539.2%
STLD vs UPST
-15.8%
+555.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.5% |
| 7D | -11.1% | -4.9% | -6.2% | -10.9% |
| 30D | -4.8% | -8.9% | +4.1% | -4.3% |
| 3M | -14.6% | -26.3% | +11.8% | -13.0% |
| 6M | -7.4% | -23.7% | +16.3% | -6.3% |
| YTD | +32.6% | -49.9% | +82.5% | +37.2% |
| 1Y | +47.3% | -42.0% | +89.3% | +50.8% |
| 3Y | +107.5% | -25.3% | +132.8% | +101.7% |
| 5Y | +268.8% | -93.4% | +362.2% | +259.3% |
| All | +539.2% | -15.8% | +555.0% | +541.7% |
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