-4.6%
SHOP vs UPST
-47.3%
+42.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.7% | +4.1% |
| 7D | -5.4% | -4.9% | -0.5% | -3.3% |
| 30D | -10.3% | -8.9% | -1.4% | -6.6% |
| 3M | +1.0% | -26.3% | +27.3% | +15.9% |
| 6M | +41.2% | -23.7% | +65.0% | +58.2% |
| YTD | -7.5% | -49.9% | +42.5% | +19.4% |
| 1Y | -4.6% | -42.0% | +37.4% | +17.3% |
| All | -4.6% | -47.3% | +42.7% | +17.3% |
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