+10.2%
SHW vs UPST
-92.5%
+102.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.4% |
| 7D | +1.9% | -10.6% | +12.6% | +2.9% |
| 30D | +8.1% | -14.0% | +22.0% | +9.3% |
| 3M | -2.8% | -36.8% | +34.1% | +0.8% |
| 6M | +15.0% | -27.5% | +42.6% | +17.7% |
| YTD | +9.0% | -55.3% | +64.3% | +15.1% |
| 1Y | +4.5% | -47.5% | +52.0% | +8.7% |
| 3Y | +41.9% | -10.4% | +52.3% | +31.3% |
| All | +10.2% | -92.5% | +102.7% | +4.3% |
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 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