+94.5%
STM vs UPST
-47.4%
+141.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.3% |
| 7D | +1.4% | -12.1% | +13.5% | +4.6% |
| 30D | -8.4% | -13.4% | +5.1% | -5.3% |
| 3M | -15.8% | -31.2% | +15.4% | -8.4% |
| 6M | -22.8% | -28.3% | +5.5% | -16.5% |
| YTD | +79.4% | -53.0% | +132.3% | +102.1% |
| All | +94.5% | -47.4% | +141.9% | +111.1% |
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