+189.5%
STT vs UPST
-21.5%
+211.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.3% | +8.7% | +1.1% |
| 7D | +1.1% | -4.5% | +5.6% | +1.4% |
| 30D | -1.9% | -15.3% | +13.4% | -0.8% |
| 3M | -7.6% | -32.4% | +24.9% | -5.0% |
| 6M | +16.0% | -29.5% | +45.5% | +18.4% |
| YTD | +36.2% | -53.3% | +89.5% | +42.6% |
| 1Y | +46.8% | -47.4% | +94.1% | +52.1% |
| 3Y | +177.8% | -2.2% | +180.0% | +164.3% |
| 5Y | +105.8% | -92.0% | +197.9% | +98.3% |
| All | +189.5% | -21.5% | +211.0% | +161.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling