+193.0%
STT vs UPST
-26.3%
+219.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.9% | +6.6% | +0.3% |
| 7D | +5.1% | -13.5% | +18.6% | +6.2% |
| 30D | -0.2% | -19.6% | +19.4% | +1.3% |
| 3M | -8.1% | -34.2% | +26.0% | -5.4% |
| 6M | +16.6% | -31.2% | +47.9% | +19.3% |
| YTD | +37.8% | -56.2% | +94.0% | +45.0% |
| 1Y | +46.8% | -51.7% | +98.5% | +53.1% |
| 3Y | +181.2% | -8.2% | +189.4% | +168.8% |
| 5Y | +105.1% | -92.8% | +197.9% | +98.7% |
| All | +193.0% | -26.3% | +219.4% | +165.6% |
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