+103.1%
STT vs UPST
-92.5%
+195.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.3% | -0.4% |
| 7D | +4.8% | -10.6% | +15.4% | +5.9% |
| 30D | +3.9% | -14.0% | +17.9% | +5.3% |
| 3M | -8.2% | -36.8% | +28.7% | -4.1% |
| 6M | +15.6% | -27.5% | +43.1% | +18.5% |
| YTD | +37.6% | -55.3% | +92.9% | +46.9% |
| 1Y | +50.1% | -47.5% | +97.7% | +57.4% |
| 3Y | +183.1% | -10.4% | +193.5% | +163.2% |
| All | +103.1% | -92.5% | +195.6% | +99.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling