+850.6%
STX vs UPST
-24.8%
+875.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.1% | -5.2% | -3.3% |
| 7D | +14.6% | -10.6% | +25.2% | +15.6% |
| 30D | -26.0% | -14.0% | -12.0% | -25.1% |
| 3M | -42.6% | -36.8% | -5.8% | -40.5% |
| 6M | -35.3% | -27.5% | -7.7% | -33.8% |
| YTD | +92.5% | -55.3% | +147.7% | +102.9% |
| 1Y | +102.4% | -47.5% | +149.9% | +110.4% |
| 3Y | +673.8% | -10.4% | +684.3% | +641.1% |
| 5Y | +463.1% | -92.6% | +555.7% | +441.2% |
| All | +850.6% | -24.8% | +875.4% | +869.2% |
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 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