-28.4%
STZ vs UPST
-93.2%
+64.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.3% | +4.7% | -0.5% |
| 7D | +11.8% | -10.9% | +22.7% | +12.2% |
| 30D | +26.0% | -7.2% | +33.2% | +26.2% |
| 3M | +11.5% | -26.7% | +38.2% | +12.6% |
| 6M | -2.0% | -29.0% | +27.0% | -1.1% |
| YTD | +7.9% | -49.4% | +57.2% | +9.7% |
| 1Y | +13.9% | -47.0% | +60.9% | +15.6% |
| 3Y | -35.8% | -27.0% | -8.9% | -37.3% |
| 5Y | -28.4% | -93.3% | +64.9% | -31.0% |
| All | -28.4% | -93.2% | +64.8% | -31.0% |
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