+226.0%
STT vs UPST
+7.9%
+218.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.3% |
| 7D | +0.5% | -3.5% | +4.0% | +0.8% |
| 30D | +3.9% | -7.1% | +11.0% | +4.3% |
| 3M | +20.0% | -13.1% | +33.0% | +20.9% |
| 6M | +55.3% | -1.1% | +56.4% | +54.4% |
| YTD | +53.3% | -35.9% | +89.2% | +57.0% |
| 1Y | +74.7% | -57.4% | +132.1% | +83.5% |
| 3Y | +205.8% | -14.9% | +220.7% | +191.6% |
| 5Y | +145.0% | -88.7% | +233.7% | +130.6% |
| All | +226.0% | +7.9% | +218.1% | +187.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling