-25.9%
STRL vs UPST
-48.7%
+22.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +9.4% | -30.9% | -23.2% |
| 7D | -27.1% | -3.1% | -23.9% | -26.6% |
| 30D | -45.8% | -4.0% | -41.8% | -45.4% |
| 3M | -47.6% | -22.9% | -24.7% | -44.6% |
| 6M | -46.4% | -27.1% | -19.3% | -43.1% |
| YTD | -7.4% | -46.5% | +39.2% | +3.5% |
| 1Y | -25.9% | -49.4% | +23.6% | -16.2% |
| All | -25.9% | -48.7% | +22.8% | -16.2% |
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 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