+25.4%
SHOP vs UPST
+7.9%
+17.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.2% |
| 7D | -5.1% | -3.5% | -1.6% | -4.3% |
| 30D | +0.6% | -7.1% | +7.7% | +2.2% |
| 3M | +25.0% | -13.1% | +38.1% | +28.7% |
| 6M | +11.9% | -1.1% | +13.0% | +11.8% |
| YTD | -9.9% | -35.9% | +26.0% | -1.6% |
| 1Y | 0.0% | -57.4% | +57.4% | +17.9% |
| 3Y | +117.5% | -14.9% | +132.4% | +92.1% |
| 5Y | -6.6% | -88.7% | +82.0% | -12.9% |
| All | +25.4% | +7.9% | +17.5% | +2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling