+168.1%
STT vs UPST
-29.4%
+197.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | -2.5% | -4.9% | +2.4% | -2.0% |
| 30D | -5.0% | -8.9% | +3.9% | -4.2% |
| 3M | -10.5% | -26.3% | +15.9% | -8.0% |
| 6M | +10.0% | -23.7% | +33.7% | +12.2% |
| YTD | +30.7% | -49.9% | +80.6% | +37.8% |
| 1Y | +43.8% | -42.0% | +85.7% | +49.1% |
| 3Y | +168.1% | -25.3% | +193.4% | +165.2% |
| All | +168.1% | -29.4% | +197.5% | +165.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling