-33.6%
UPST vs SHAK
-12.8%
-20.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.2% | -1.0% | +0.1% |
| 7D | -10.6% | +4.3% | -14.9% | -13.1% |
| 30D | -14.0% | +9.0% | -23.0% | -19.1% |
| 3M | -36.8% | +1.8% | -38.7% | -38.3% |
| 6M | -27.5% | +17.3% | -44.8% | -37.6% |
| YTD | -55.3% | -7.6% | -47.6% | -58.0% |
| 1Y | -47.5% | -16.9% | -30.6% | -47.2% |
| 3Y | -10.4% | +35.1% | -45.5% | -48.3% |
| 5Y | -92.6% | -11.3% | -81.3% | -94.4% |
| All | -33.6% | -12.8% | -20.9% | -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 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