-26.1%
STZ vs UPST
-15.8%
-10.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.8% |
| 7D | +4.9% | -4.9% | +9.8% | +5.0% |
| 30D | +20.9% | -8.9% | +29.7% | +21.1% |
| 3M | +8.0% | -26.3% | +34.3% | +8.8% |
| 6M | -5.3% | -23.7% | +18.4% | -4.8% |
| YTD | +5.9% | -49.9% | +55.9% | +7.5% |
| 1Y | +14.2% | -42.0% | +56.2% | +15.3% |
| 3Y | -37.0% | -25.3% | -11.7% | -38.1% |
| 5Y | -29.7% | -93.4% | +63.7% | -30.9% |
| All | -26.1% | -15.8% | -10.3% | -31.9% |
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