-25.7%
UPST vs STLA
-59.0%
+33.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -4.9% | -4.5% | -0.4% | -2.2% |
| 30D | -8.9% | -3.9% | -5.0% | -7.2% |
| 3M | -26.3% | -20.2% | -6.1% | -16.4% |
| 6M | -23.7% | -42.2% | +18.4% | +5.6% |
| YTD | -49.9% | -59.3% | +9.4% | -17.1% |
| 1Y | -42.0% | -56.1% | +14.1% | -9.9% |
| 3Y | -25.3% | -73.7% | +48.4% | +64.6% |
| 5Y | -93.4% | -70.3% | -23.1% | -87.6% |
| All | -25.7% | -59.0% | +33.3% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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