+592.5%
STLD vs UPST
+7.9%
+584.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.5% |
| 7D | +3.1% | -3.5% | +6.7% | +3.4% |
| 30D | -9.0% | -7.1% | -1.9% | -8.6% |
| 3M | -12.4% | -13.1% | +0.7% | -11.8% |
| 6M | +25.5% | -1.1% | +26.6% | +24.8% |
| YTD | +43.6% | -35.9% | +79.5% | +46.4% |
| 1Y | +87.2% | -57.4% | +144.6% | +95.4% |
| 3Y | +135.2% | -14.9% | +150.1% | +126.3% |
| 5Y | +290.9% | -88.7% | +379.5% | +274.5% |
| All | +592.5% | +7.9% | +584.6% | +585.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling