+99.6%
STM vs UPST
-56.5%
+156.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.2% |
| 7D | +5.8% | -3.5% | +9.3% | +6.6% |
| 30D | -1.0% | -7.1% | +6.1% | +0.5% |
| 3M | -33.3% | -13.1% | -20.2% | -31.4% |
| 6M | +57.4% | -1.1% | +58.5% | +55.6% |
| YTD | +102.2% | -35.9% | +138.0% | +111.7% |
| 1Y | +99.6% | -57.4% | +157.0% | +116.6% |
| All | +99.6% | -56.5% | +156.1% | +116.6% |
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