+96.5%
STM vs UPST
-48.7%
+145.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +9.4% | -15.5% | -8.0% |
| 7D | -6.0% | -3.1% | -2.9% | -5.4% |
| 30D | -20.9% | -4.0% | -17.0% | -20.3% |
| 3M | -15.8% | -22.9% | +7.1% | -11.0% |
| 6M | -17.0% | -27.1% | +10.1% | -11.8% |
| YTD | +76.8% | -46.5% | +123.3% | +91.7% |
| 1Y | +96.5% | -49.4% | +145.9% | +113.3% |
| All | +96.5% | -48.7% | +145.2% | +113.3% |
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