+226.9%
SHEL vs UPST
-24.8%
+251.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +1.3% |
| 7D | +0.8% | -10.6% | +11.4% | +1.0% |
| 30D | -3.6% | -14.0% | +10.4% | -3.4% |
| 3M | +12.0% | -36.8% | +48.9% | +12.8% |
| 6M | +19.7% | -27.5% | +47.2% | +20.1% |
| YTD | +39.6% | -55.3% | +94.9% | +41.2% |
| 1Y | +36.4% | -47.5% | +84.0% | +37.4% |
| 3Y | +70.2% | -10.4% | +80.6% | +67.5% |
| 5Y | +169.2% | -92.6% | +261.8% | +165.3% |
| All | +226.9% | -24.8% | +251.6% | +209.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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