+1,426.9%
STX vs UPST
+7.9%
+1,419.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.6% | +8.0% | +6.5% |
| 7D | +2.4% | -3.5% | +5.9% | +2.6% |
| 30D | +1.4% | -7.1% | +8.5% | +1.9% |
| 3M | -8.2% | -13.1% | +4.9% | -7.4% |
| 6M | +127.0% | -1.1% | +128.1% | +125.9% |
| YTD | +209.1% | -35.9% | +245.0% | +216.6% |
| 1Y | +365.4% | -57.4% | +422.8% | +390.1% |
| 3Y | +1,135.4% | -14.9% | +1,150.3% | +1,075.1% |
| 5Y | +991.5% | -88.7% | +1,080.2% | +918.8% |
| All | +1,426.9% | +7.9% | +1,419.1% | +1,412.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling