+802.6%
STX vs UPST
-21.5%
+824.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.3% | +7.4% | -0.2% |
| 7D | -17.3% | -4.5% | -12.8% | -17.0% |
| 30D | -35.9% | -15.3% | -20.6% | -35.1% |
| 3M | -37.3% | -32.4% | -4.9% | -35.4% |
| 6M | -35.8% | -29.5% | -6.3% | -34.2% |
| YTD | +82.7% | -53.3% | +136.1% | +92.0% |
| 1Y | +71.6% | -47.4% | +119.0% | +78.4% |
| 3Y | +635.3% | -2.2% | +637.5% | +599.6% |
| 5Y | +483.8% | -92.0% | +575.8% | +459.1% |
| All | +802.6% | -21.5% | +824.1% | +817.2% |
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