+729.5%
STX vs UPST
-15.8%
+745.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.1% |
| 7D | -28.5% | -4.9% | -23.6% | -28.2% |
| 30D | -42.9% | -8.9% | -34.0% | -42.5% |
| 3M | -45.9% | -26.3% | -19.6% | -44.6% |
| 6M | -41.3% | -23.7% | -17.6% | -40.2% |
| YTD | +67.9% | -49.9% | +117.9% | +75.4% |
| 1Y | +66.5% | -42.0% | +108.5% | +71.8% |
| 3Y | +588.0% | -25.3% | +613.3% | +563.5% |
| 5Y | +449.1% | -93.4% | +542.5% | +423.9% |
| All | +729.5% | -15.8% | +745.3% | +738.1% |
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