+2,342.2%
STRL vs UPST
+7.9%
+2,334.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.6% | +7.4% | +5.9% |
| 7D | +3.4% | -3.5% | +6.9% | +3.8% |
| 30D | -9.2% | -7.1% | -2.1% | -8.6% |
| 3M | -51.0% | -13.1% | -38.0% | -50.4% |
| 6M | +15.8% | -1.1% | +16.9% | +15.3% |
| YTD | +58.9% | -35.9% | +94.7% | +64.6% |
| 1Y | +68.5% | -57.4% | +125.9% | +81.1% |
| 3Y | +485.2% | -14.9% | +500.1% | +470.3% |
| 5Y | +2,005.1% | -88.7% | +2,093.8% | +1,982.8% |
| All | +2,342.2% | +7.9% | +2,334.3% | +2,016.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling