+907.2%
STRL vs UPST
-93.3%
+1,000.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +1.6% | +13.3% | +14.7% |
| 7D | -13.3% | +4.4% | -17.8% | -14.1% |
| 30D | -43.3% | -7.7% | -35.7% | -42.9% |
| 3M | -46.9% | -28.4% | -18.4% | -44.7% |
| 6M | -65.6% | -23.2% | -42.4% | -64.5% |
| YTD | -5.1% | -49.1% | +44.0% | +2.1% |
| 1Y | -23.1% | -42.4% | +19.3% | -18.6% |
| 3Y | +346.8% | +5.4% | +341.5% | +328.5% |
| 5Y | +907.2% | -92.9% | +1,000.1% | +1,008.5% |
| All | +907.2% | -93.3% | +1,000.5% | +1,008.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling