-35.3%
SWKS vs UPST
-15.8%
-19.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.3% |
| 7D | -6.2% | -4.9% | -1.2% | -5.7% |
| 30D | -1.5% | -8.9% | +7.4% | -0.6% |
| 3M | +23.0% | -26.3% | +49.3% | +26.6% |
| 6M | +27.6% | -23.7% | +51.3% | +30.5% |
| YTD | +32.3% | -49.9% | +82.3% | +40.6% |
| 1Y | +20.1% | -42.0% | +62.1% | +25.3% |
| 3Y | +0.6% | -25.3% | +25.9% | -4.6% |
| 5Y | -42.3% | -93.4% | +51.1% | -43.4% |
| All | -35.3% | -15.8% | -19.5% | -41.5% |
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