+481.0%
STX vs UPST
-92.2%
+573.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.9% | +5.7% | -0.4% |
| 7D | +16.8% | -13.5% | +30.4% | +18.7% |
| 30D | -27.0% | -19.6% | -7.4% | -25.3% |
| 3M | -37.9% | -34.2% | -3.7% | -35.1% |
| 6M | -32.5% | -31.2% | -1.3% | -30.0% |
| YTD | +98.6% | -56.2% | +154.8% | +113.8% |
| 1Y | +93.6% | -51.7% | +145.3% | +105.9% |
| 3Y | +699.1% | -8.2% | +707.3% | +639.5% |
| 5Y | +481.0% | -92.8% | +573.8% | +498.3% |
| All | +481.0% | -92.2% | +573.2% | +498.3% |
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