-5.7%
STM vs UPST
-91.6%
+85.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.3% | +8.6% | +1.6% |
| 7D | -7.9% | -4.5% | -3.4% | -7.4% |
| 30D | -14.1% | -15.3% | +1.2% | -12.1% |
| 3M | -17.6% | -32.4% | +14.8% | -12.9% |
| 6M | -24.2% | -29.5% | +5.3% | -20.5% |
| YTD | +73.3% | -53.3% | +126.6% | +90.8% |
| 1Y | +90.1% | -47.4% | +137.5% | +105.0% |
| 3Y | +10.3% | -2.2% | +12.5% | -1.0% |
| 5Y | -5.7% | -92.0% | +86.3% | -3.2% |
| All | -5.7% | -91.6% | +85.9% | -3.2% |
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