+188.3%
STT vs UPST
-14.4%
+202.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.6% | +3.1% |
| 7D | +0.9% | +4.4% | -3.5% | +0.6% |
| 30D | -2.3% | -7.7% | +5.3% | -1.8% |
| 3M | -7.0% | -28.4% | +21.5% | -4.8% |
| 6M | +15.5% | -23.2% | +38.7% | +17.2% |
| YTD | +35.6% | -49.1% | +84.7% | +41.1% |
| 1Y | +47.9% | -42.4% | +90.2% | +52.2% |
| 3Y | +181.1% | +5.4% | +175.7% | +166.0% |
| 5Y | +108.2% | -92.9% | +201.1% | +99.8% |
| All | +188.3% | -14.4% | +202.7% | +158.4% |
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