-14.8%
UPST vs SHAK
-28.2%
+13.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -1.7% |
| 7D | -12.0% | -11.0% | -1.0% | -4.9% |
| 30D | -16.0% | -14.0% | -2.0% | -7.2% |
| 3M | -17.2% | +13.3% | -30.4% | -25.4% |
| 6M | -10.9% | -35.3% | +24.5% | +9.6% |
| YTD | -42.6% | -24.0% | -18.6% | -38.0% |
| 1Y | -59.8% | -36.7% | -23.1% | -51.1% |
| 3Y | -17.9% | -5.4% | -12.5% | -37.0% |
| 5Y | -90.7% | -24.9% | -65.8% | -92.0% |
| All | -14.8% | -28.2% | +13.4% | -34.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling