+0.4%
STM vs UPST
-28.6%
+29.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -5.3% | -7.1% | -11.5% |
| 7D | -20.1% | -10.9% | -9.2% | -18.7% |
| 30D | -32.0% | -7.2% | -24.8% | -31.2% |
| 3M | -24.2% | -26.7% | +2.5% | -20.6% |
| 6M | -29.9% | -29.0% | -1.0% | -26.4% |
| YTD | +54.9% | -49.4% | +104.3% | +68.7% |
| 1Y | +68.0% | -47.0% | +115.0% | +81.0% |
| All | +0.4% | -28.6% | +29.0% | -1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling