-33.8%
STZ vs UPST
+7.9%
-41.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.7% |
| 7D | -1.9% | -3.5% | +1.6% | -1.8% |
| 30D | -1.9% | -7.1% | +5.2% | -1.7% |
| 3M | -6.2% | -13.1% | +6.8% | -6.0% |
| 6M | -14.0% | -1.1% | -12.9% | -14.2% |
| YTD | -5.1% | -35.9% | +30.7% | -4.3% |
| 1Y | -9.6% | -57.4% | +47.9% | -7.9% |
| 3Y | -47.2% | -14.9% | -32.4% | -48.4% |
| 5Y | -33.6% | -88.7% | +55.1% | -35.4% |
| All | -33.8% | +7.9% | -41.7% | -39.4% |
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 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