-34.6%
SWK vs UPST
+7.9%
-42.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.1% |
| 7D | -0.4% | -3.5% | +3.1% | -0.1% |
| 30D | -5.7% | -7.1% | +1.4% | -5.0% |
| 3M | +24.1% | -13.1% | +37.1% | +25.8% |
| 6M | +24.7% | -1.1% | +25.8% | +24.0% |
| YTD | +33.9% | -35.9% | +69.8% | +38.7% |
| 1Y | +34.7% | -57.4% | +92.1% | +44.7% |
| 3Y | +15.3% | -14.9% | +30.1% | +8.9% |
| 5Y | -39.3% | -88.7% | +49.4% | -43.4% |
| All | -34.6% | +7.9% | -42.5% | -41.3% |
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