+17.5%
SWK vs UPST
-13.8%
+31.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.2% |
| 7D | -0.4% | -3.5% | +3.1% | +0.1% |
| 30D | -5.7% | -7.1% | +1.4% | -4.7% |
| 3M | +24.1% | -13.1% | +37.1% | +26.5% |
| 6M | +24.7% | -1.1% | +25.8% | +23.5% |
| YTD | +33.9% | -35.9% | +69.8% | +40.9% |
| 1Y | +34.7% | -57.4% | +92.1% | +49.5% |
| All | +17.5% | -13.8% | +31.3% | +8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling