-8.4%
UPST vs STLA
-50.1%
+41.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.1% | -0.8% | -1.8% |
| 7D | -1.5% | +0.7% | -2.2% | -2.1% |
| 30D | -13.2% | -2.4% | -10.9% | -12.1% |
| 3M | -13.0% | -23.9% | +10.9% | +2.4% |
| 6M | -2.9% | -24.6% | +21.7% | +13.6% |
| YTD | -38.3% | -50.5% | +12.2% | -8.5% |
| 1Y | -60.5% | -39.8% | -20.6% | -50.9% |
| 3Y | -11.7% | -65.6% | +53.9% | +63.3% |
| 5Y | -90.2% | -62.1% | -28.1% | -84.0% |
| All | -8.4% | -50.1% | +41.6% | +32.5% |
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