+19.6%
SW vs UPST
-14.8%
+34.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.3% | +3.8% | -1.2% |
| 7D | +4.7% | -10.9% | +15.5% | +5.4% |
| 30D | +5.0% | -7.2% | +12.2% | +5.4% |
| 3M | -7.3% | -26.7% | +19.4% | -5.6% |
| 6M | +15.0% | -29.0% | +44.0% | +17.1% |
| YTD | +18.5% | -49.4% | +67.9% | +22.5% |
| 1Y | +27.1% | -47.0% | +74.1% | +30.9% |
| 3Y | +49.3% | -27.0% | +76.3% | +46.4% |
| 5Y | -1.6% | -93.3% | +91.7% | -3.1% |
| All | +19.6% | -14.8% | +34.4% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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