+190.1%
SHEL vs UPST
-90.2%
+280.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.8% | +6.4% | +2.6% |
| 7D | +1.9% | -1.5% | +3.4% | +2.0% |
| 30D | +8.7% | -13.2% | +21.9% | +9.0% |
| 3M | +11.0% | -13.0% | +23.9% | +11.2% |
| 6M | +14.6% | -2.9% | +17.4% | +14.2% |
| YTD | +33.3% | -38.3% | +71.6% | +34.5% |
| 1Y | +37.9% | -60.5% | +98.3% | +40.7% |
| 3Y | +69.7% | -11.7% | +81.5% | +65.2% |
| 5Y | +190.1% | -90.2% | +280.3% | +196.2% |
| All | +190.1% | -90.2% | +280.3% | +196.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling