-22.2%
SWK vs UPST
-15.8%
-6.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.8% | -0.2% |
| 7D | +11.0% | -4.9% | +15.9% | +11.6% |
| 30D | +30.1% | -8.9% | +38.9% | +31.3% |
| 3M | +14.7% | -26.3% | +41.0% | +18.2% |
| 6M | +44.5% | -23.7% | +68.2% | +48.1% |
| YTD | +59.4% | -49.9% | +109.3% | +69.2% |
| 1Y | +77.5% | -42.0% | +119.5% | +85.4% |
| 3Y | +49.5% | -25.3% | +74.7% | +43.6% |
| 5Y | -24.9% | -93.4% | +68.5% | -27.9% |
| All | -22.2% | -15.8% | -6.4% | -28.4% |
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