+36.2%
SWKS vs UPST
-49.8%
+86.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.4% |
| 7D | +9.4% | -10.6% | +20.1% | +11.0% |
| 30D | +17.0% | -14.0% | +31.0% | +19.2% |
| 3M | +28.9% | -36.8% | +65.8% | +37.4% |
| 6M | +33.1% | -27.5% | +60.7% | +38.5% |
| YTD | +44.8% | -55.3% | +100.1% | +59.6% |
| 1Y | +36.2% | -47.5% | +83.8% | +43.7% |
| All | +36.2% | -49.8% | +86.1% | +43.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling