+20.3%
STM vs UPST
-15.8%
+36.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.1% | +5.6% | +4.6% |
| 7D | -10.7% | -4.9% | -5.8% | -10.3% |
| 30D | -25.7% | -8.9% | -16.9% | -25.0% |
| 3M | -21.6% | -26.3% | +4.8% | -18.9% |
| 6M | -27.8% | -23.7% | -4.1% | -25.6% |
| YTD | +61.8% | -49.9% | +111.7% | +73.2% |
| 1Y | +78.1% | -42.0% | +120.1% | +87.1% |
| 3Y | +4.9% | -25.3% | +30.2% | -0.3% |
| 5Y | -14.3% | -93.4% | +79.1% | -15.5% |
| All | +20.3% | -15.8% | +36.1% | +6.0% |
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