+937.9%
STRL vs UPST
-92.5%
+1,030.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.1% | -5.2% | -3.3% |
| 7D | +15.7% | -10.6% | +26.3% | +17.4% |
| 30D | -35.5% | -14.0% | -21.5% | -34.4% |
| 3M | -47.1% | -36.8% | -10.3% | -44.1% |
| 6M | -65.8% | -27.5% | -38.2% | -64.5% |
| YTD | -4.5% | -55.3% | +50.8% | +4.4% |
| 1Y | -10.5% | -47.5% | +37.1% | -4.2% |
| 3Y | +340.6% | -10.4% | +351.1% | +331.0% |
| All | +937.9% | -92.5% | +1,030.4% | +1,043.7% |
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 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