+810.7%
STX vs UPST
-14.4%
+825.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.6% | +8.1% | +9.7% |
| 7D | -14.8% | +4.4% | -19.2% | -15.1% |
| 30D | -35.4% | -7.7% | -27.7% | -34.9% |
| 3M | -37.7% | -28.4% | -9.2% | -36.0% |
| 6M | -35.2% | -23.2% | -12.1% | -34.1% |
| YTD | +84.4% | -49.1% | +133.5% | +92.4% |
| 1Y | +82.3% | -42.4% | +124.6% | +88.1% |
| 3Y | +646.2% | +5.4% | +640.9% | +605.6% |
| 5Y | +487.4% | -92.9% | +580.3% | +459.6% |
| All | +810.7% | -14.4% | +825.2% | +819.0% |
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 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