+443.6%
STX vs UPST
-93.6%
+537.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.1% |
| 7D | -28.5% | -4.9% | -23.6% | -28.1% |
| 30D | -42.9% | -8.9% | -34.0% | -42.3% |
| 3M | -45.9% | -26.3% | -19.6% | -44.2% |
| 6M | -41.3% | -23.7% | -17.6% | -39.8% |
| YTD | +67.9% | -49.9% | +117.9% | +78.0% |
| 1Y | +66.5% | -42.0% | +108.5% | +73.5% |
| 3Y | +588.0% | -25.3% | +613.3% | +547.4% |
| All | +443.6% | -93.6% | +537.2% | +453.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling