-14.2%
UPST vs SHAK
-3.6%
-10.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.5% | +2.5% | -0.9% |
| 7D | -8.1% | -7.2% | -0.9% | -4.8% |
| 30D | -14.3% | -11.8% | -2.5% | -9.0% |
| 3M | -16.6% | +17.2% | -33.8% | -23.8% |
| 6M | -7.3% | -34.1% | +26.9% | +7.9% |
| YTD | -40.8% | -22.4% | -18.4% | -37.6% |
| 1Y | -62.4% | -35.9% | -26.5% | -56.2% |
| All | -14.2% | -3.6% | -10.5% | -38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling