+1,414.1%
STRL vs UPST
-26.3%
+1,440.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.9% | +6.1% | 0.0% |
| 7D | +23.4% | -13.5% | +36.9% | +25.3% |
| 30D | -39.5% | -19.6% | -19.9% | -38.3% |
| 3M | -45.1% | -34.2% | -10.9% | -42.8% |
| 6M | -64.6% | -31.2% | -33.4% | -63.3% |
| YTD | -1.5% | -56.2% | +54.7% | +5.8% |
| 1Y | -20.8% | -51.7% | +30.9% | -15.7% |
| 3Y | +353.1% | -8.2% | +361.4% | +347.5% |
| 5Y | +942.9% | -92.8% | +1,035.6% | +973.7% |
| All | +1,414.1% | -26.3% | +1,440.4% | +1,260.4% |
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