-4.8%
UPST vs STLA
-48.5%
+43.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -2.5% |
| 7D | -3.5% | +2.6% | -6.1% | -5.2% |
| 30D | -7.1% | -1.2% | -5.9% | -6.6% |
| 3M | -13.1% | -24.8% | +11.7% | +3.3% |
| 6M | -1.1% | -25.6% | +24.5% | +16.7% |
| YTD | -35.9% | -48.9% | +13.1% | -6.8% |
| 1Y | -57.4% | -38.8% | -18.6% | -47.7% |
| 3Y | -14.9% | -64.5% | +49.7% | +54.3% |
| 5Y | -88.7% | -62.4% | -26.2% | -81.4% |
| All | -4.8% | -48.5% | +43.7% | +35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling