+21.0%
STM vs UPST
-88.8%
+109.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.1% |
| 7D | +5.8% | -3.5% | +9.3% | +6.4% |
| 30D | -1.0% | -7.1% | +6.1% | 0.0% |
| 3M | -33.3% | -13.1% | -20.2% | -31.8% |
| 6M | +57.4% | -1.1% | +58.5% | +56.5% |
| YTD | +102.2% | -35.9% | +138.0% | +112.7% |
| 1Y | +99.6% | -57.4% | +157.0% | +121.0% |
| 3Y | +14.5% | -14.9% | +29.4% | +3.8% |
| All | +21.0% | -88.8% | +109.8% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling