-10.6%
SHOP vs UPST
-91.7%
+81.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.6% |
| 7D | -2.5% | -12.1% | +9.6% | +1.3% |
| 30D | -16.7% | -13.4% | -3.3% | -13.2% |
| 3M | -2.2% | -31.2% | +29.0% | +9.0% |
| 6M | +45.6% | -28.3% | +73.9% | +59.5% |
| YTD | -7.3% | -53.0% | +45.7% | +13.6% |
| 1Y | -6.1% | -47.2% | +41.1% | +10.9% |
| 3Y | +143.3% | -1.5% | +144.8% | +91.2% |
| All | -10.6% | -91.7% | +81.1% | +5.5% |
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 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