-0.1%
SW vs UPST
-92.9%
+92.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +9.4% | -5.3% | +3.3% |
| 7D | +12.1% | -3.1% | +15.2% | +12.3% |
| 30D | +6.6% | -4.0% | +10.5% | +6.8% |
| 3M | -6.0% | -22.9% | +16.9% | -4.1% |
| 6M | +21.5% | -27.1% | +48.6% | +24.1% |
| YTD | +20.3% | -46.5% | +66.9% | +25.1% |
| 1Y | +28.1% | -49.4% | +77.6% | +33.5% |
| 3Y | +51.6% | -22.9% | +74.5% | +46.1% |
| 5Y | -0.1% | -92.7% | +92.6% | +9.1% |
| All | -0.1% | -92.9% | +92.7% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling