+223.6%
SHEL vs UPST
-14.4%
+238.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.9% | -0.2% |
| 7D | -5.8% | +4.4% | -10.2% | -5.9% |
| 30D | -1.3% | -7.7% | +6.4% | -1.2% |
| 3M | +12.7% | -28.4% | +41.1% | +13.3% |
| 6M | +19.9% | -23.2% | +43.0% | +20.2% |
| YTD | +38.3% | -49.1% | +87.4% | +39.5% |
| 1Y | +35.7% | -42.4% | +78.0% | +36.5% |
| 3Y | +71.7% | +5.4% | +66.4% | +68.6% |
| 5Y | +158.4% | -92.9% | +251.3% | +154.2% |
| All | +223.6% | -14.4% | +238.1% | +206.2% |
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