-57.4%
UPST vs SHAK
-34.0%
-23.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.8% | -1.7% |
| 7D | -3.5% | -0.7% | -2.8% | -3.3% |
| 30D | -7.1% | -6.6% | -0.5% | -5.5% |
| 3M | -13.1% | +30.1% | -43.1% | -19.2% |
| 6M | -1.1% | -28.7% | +27.7% | +5.2% |
| YTD | -35.9% | -14.5% | -21.4% | -35.8% |
| 1Y | -57.4% | -31.9% | -25.5% | -55.7% |
| All | -57.4% | -34.0% | -23.4% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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