+42.6%
SHW vs UPST
+3.8%
+38.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.5% | -2.0% |
| 7D | -1.2% | -1.5% | +0.3% | -1.1% |
| 30D | -11.6% | -13.2% | +1.6% | -10.8% |
| 3M | +9.1% | -13.0% | +22.1% | +10.0% |
| 6M | -0.7% | -2.9% | +2.2% | -0.9% |
| YTD | +1.4% | -38.3% | +39.7% | +3.6% |
| 1Y | -12.3% | -60.5% | +48.2% | -8.2% |
| 3Y | +23.4% | -11.7% | +35.1% | +17.3% |
| 5Y | +15.0% | -90.2% | +105.2% | +8.1% |
| All | +42.6% | +3.8% | +38.8% | +27.7% |
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 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