-91.1%
UPST vs SHAK
-25.9%
-65.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.5% | +2.5% | +0.7% |
| 7D | -8.1% | -7.2% | -0.9% | -3.0% |
| 30D | -14.3% | -11.8% | -2.5% | -6.2% |
| 3M | -16.6% | +17.2% | -33.8% | -27.8% |
| 6M | -7.3% | -34.1% | +26.9% | +14.4% |
| YTD | -40.8% | -22.4% | -18.4% | -37.1% |
| 1Y | -62.4% | -35.9% | -26.5% | -54.1% |
| 3Y | -15.3% | -3.4% | -12.0% | -43.6% |
| 5Y | -91.1% | -25.4% | -65.6% | -92.9% |
| All | -91.1% | -25.9% | -65.2% | -92.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling