-20.8%
STRL vs UPST
-51.0%
+30.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.9% | +6.1% | +0.8% |
| 7D | +23.4% | -13.5% | +36.9% | +27.3% |
| 30D | -39.5% | -19.6% | -19.9% | -36.5% |
| 3M | -45.1% | -34.2% | -10.9% | -39.6% |
| 6M | -64.6% | -31.2% | -33.4% | -61.4% |
| YTD | -1.5% | -56.2% | +54.7% | +16.6% |
| 1Y | -20.8% | -51.7% | +30.9% | -12.7% |
| All | -20.8% | -51.0% | +30.2% | -12.7% |
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