+1,359.2%
STRL vs UPST
-14.4%
+1,373.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +1.6% | +13.3% | +14.8% |
| 7D | -13.3% | +4.4% | -17.8% | -13.9% |
| 30D | -43.3% | -7.7% | -35.7% | -43.0% |
| 3M | -46.9% | -28.4% | -18.4% | -45.2% |
| 6M | -65.6% | -23.2% | -42.4% | -64.8% |
| YTD | -5.1% | -49.1% | +44.0% | +0.4% |
| 1Y | -23.1% | -42.4% | +19.3% | -19.6% |
| 3Y | +346.8% | +5.4% | +341.5% | +334.9% |
| 5Y | +907.2% | -92.9% | +1,000.1% | +925.6% |
| All | +1,359.2% | -14.4% | +1,373.6% | +1,191.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling