-24.5%
UPST vs STLA
-59.1%
+34.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.9% | +1.8% |
| 7D | +4.4% | -6.4% | +10.8% | +8.9% |
| 30D | -7.7% | -1.3% | -6.3% | -7.5% |
| 3M | -28.4% | -19.9% | -8.5% | -19.0% |
| 6M | -23.2% | -42.9% | +19.7% | +7.3% |
| YTD | -49.1% | -59.4% | +10.3% | -15.6% |
| 1Y | -42.4% | -56.8% | +14.5% | -9.3% |
| 3Y | +5.4% | -73.1% | +78.4% | +127.7% |
| 5Y | -92.9% | -70.1% | -22.8% | -86.7% |
| All | -24.5% | -59.1% | +34.6% | +22.1% |
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