-4.9%
SHOP vs UPST
-48.7%
+43.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +9.4% | -2.1% | +3.0% |
| 7D | -9.0% | -3.1% | -5.9% | -7.9% |
| 30D | -4.4% | -4.0% | -0.4% | -3.1% |
| 3M | +24.1% | -22.9% | +47.0% | +38.7% |
| 6M | +20.0% | -27.1% | +47.1% | +36.5% |
| YTD | -4.9% | -46.5% | +41.6% | +17.4% |
| 1Y | -4.9% | -49.4% | +44.5% | +18.9% |
| All | -4.9% | -48.7% | +43.8% | +18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling