+239.2%
STRL vs UPST
-29.4%
+268.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.7% |
| 7D | -26.9% | -4.9% | -22.0% | -26.5% |
| 30D | -52.7% | -8.9% | -43.8% | -52.0% |
| 3M | -52.8% | -26.3% | -26.5% | -50.3% |
| 6M | -71.5% | -23.7% | -47.7% | -70.2% |
| YTD | -17.4% | -49.9% | +32.5% | -8.0% |
| 1Y | -35.0% | -42.0% | +7.0% | -29.6% |
| 3Y | +239.2% | -25.3% | +264.5% | +250.7% |
| All | +239.2% | -29.4% | +268.6% | +250.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling