-4.3%
SHOP vs UPST
-44.0%
+39.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.3% |
| 7D | -2.7% | +4.4% | -7.1% | -4.6% |
| 30D | -11.0% | -7.7% | -3.3% | -7.9% |
| 3M | +0.3% | -28.4% | +28.8% | +16.8% |
| 6M | +37.7% | -23.2% | +60.9% | +53.7% |
| YTD | -5.5% | -49.1% | +43.6% | +21.1% |
| All | -4.3% | -44.0% | +39.7% | +17.6% |
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