+107.5%
STLD vs UPST
-29.4%
+136.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.6% |
| 7D | -11.1% | -4.9% | -6.2% | -10.7% |
| 30D | -4.8% | -8.9% | +4.1% | -4.1% |
| 3M | -14.6% | -26.3% | +11.8% | -12.2% |
| 6M | -7.4% | -23.7% | +16.3% | -5.8% |
| YTD | +32.6% | -49.9% | +82.5% | +39.6% |
| 1Y | +47.3% | -42.0% | +89.3% | +52.4% |
| 3Y | +107.5% | -25.3% | +132.8% | +101.8% |
| All | +107.5% | -29.4% | +136.9% | +101.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling