+1,353.6%
STRL vs UPST
-21.5%
+1,375.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.3% | +7.9% | +0.5% |
| 7D | -19.8% | -4.5% | -15.3% | -19.6% |
| 30D | -43.6% | -15.3% | -28.2% | -42.7% |
| 3M | -45.2% | -32.4% | -12.8% | -43.2% |
| 6M | -65.7% | -29.5% | -36.2% | -64.6% |
| YTD | -5.4% | -53.3% | +47.9% | +0.9% |
| 1Y | -24.7% | -47.4% | +22.7% | -20.6% |
| 3Y | +335.0% | -2.2% | +337.2% | +326.8% |
| 5Y | +915.3% | -92.0% | +1,007.3% | +937.5% |
| All | +1,353.6% | -21.5% | +1,375.1% | +1,197.6% |
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