+61.1%
SWK vs UPST
-28.7%
+89.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +9.4% | +3.7% | +10.5% |
| 7D | +17.9% | -3.1% | +21.0% | +18.1% |
| 30D | +31.9% | -4.0% | +35.9% | +32.3% |
| 3M | +16.6% | -22.9% | +39.5% | +23.2% |
| 6M | +61.1% | -27.1% | +88.2% | +70.8% |
| All | +61.1% | -28.7% | +89.8% | +70.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling