+218.4%
SHEL vs UPST
-21.5%
+239.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.3% | +6.6% | -1.5% |
| 7D | -6.7% | -4.5% | -2.2% | -6.6% |
| 30D | -2.9% | -15.3% | +12.4% | -2.7% |
| 3M | +9.1% | -32.4% | +41.5% | +9.7% |
| 6M | +17.9% | -29.5% | +47.4% | +18.4% |
| YTD | +36.0% | -53.3% | +89.3% | +37.4% |
| 1Y | +31.8% | -47.4% | +79.1% | +32.7% |
| 3Y | +66.9% | -2.2% | +69.1% | +64.0% |
| 5Y | +160.6% | -92.0% | +252.6% | +156.5% |
| All | +218.4% | -21.5% | +239.9% | +201.6% |
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