+28.7%
SHOP vs UPST
-15.8%
+44.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.7% | +3.8% |
| 7D | -5.4% | -4.9% | -0.5% | -4.4% |
| 30D | -10.3% | -8.9% | -1.4% | -8.5% |
| 3M | +1.0% | -26.3% | +27.3% | +8.2% |
| 6M | +41.2% | -23.7% | +65.0% | +49.7% |
| YTD | -7.5% | -49.9% | +42.5% | +6.8% |
| 1Y | -4.6% | -42.0% | +37.4% | +6.5% |
| 3Y | +146.4% | -25.3% | +171.7% | +124.7% |
| 5Y | -2.5% | -93.4% | +90.8% | -2.6% |
| All | +28.7% | -15.8% | +44.5% | +11.5% |
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