+557.9%
STLD vs UPST
-24.8%
+582.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.1% | -5.4% | -3.4% |
| 7D | +2.9% | -10.6% | +13.6% | +3.6% |
| 30D | -5.6% | -14.0% | +8.4% | -4.8% |
| 3M | -11.7% | -36.8% | +25.1% | -9.2% |
| 6M | -2.8% | -27.5% | +24.8% | -1.3% |
| YTD | +36.4% | -55.3% | +91.7% | +42.2% |
| 1Y | +50.0% | -47.5% | +97.6% | +54.5% |
| 3Y | +122.3% | -10.4% | +132.7% | +114.8% |
| 5Y | +273.2% | -92.6% | +365.8% | +265.4% |
| All | +557.9% | -24.8% | +582.7% | +565.0% |
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