-12.3%
UPST vs STLA
-76.9%
+64.6%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -6.1% | -0.8% | -4.0% |
| 7D | -13.5% | -13.1% | -0.4% | -7.6% |
| 30D | -19.6% | -13.3% | -6.4% | -14.4% |
| 3M | -34.2% | -27.9% | -6.3% | -24.1% |
| 6M | -31.2% | -47.8% | +16.6% | -7.9% |
| YTD | -56.2% | -64.6% | +8.3% | -31.1% |
| 1Y | -51.7% | -64.0% | +12.3% | -24.9% |
| All | -12.3% | -76.9% | +64.6% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling