-24.6%
SWK vs UPST
-93.2%
+68.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.3% | +2.7% | -1.8% |
| 7D | +11.3% | -10.9% | +22.1% | +13.0% |
| 30D | +28.1% | -7.2% | +35.3% | +29.3% |
| 3M | +12.6% | -26.7% | +39.3% | +17.3% |
| 6M | +51.7% | -29.0% | +80.7% | +58.1% |
| YTD | +60.0% | -49.4% | +109.3% | +72.8% |
| 1Y | +72.7% | -47.0% | +119.6% | +84.9% |
| 3Y | +46.3% | -27.0% | +73.3% | +36.9% |
| 5Y | -24.6% | -93.3% | +68.7% | -24.4% |
| All | -24.6% | -93.2% | +68.6% | -24.4% |
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 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