-43.0%
SWKS vs UPST
-93.2%
+50.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.3% | +3.2% | -1.3% |
| 7D | -9.2% | -10.9% | +1.7% | -7.9% |
| 30D | -1.9% | -7.2% | +5.3% | -1.1% |
| 3M | +21.2% | -26.7% | +47.9% | +25.9% |
| 6M | +12.9% | -29.0% | +41.9% | +17.4% |
| YTD | +30.7% | -49.4% | +80.1% | +40.8% |
| 1Y | +14.1% | -47.0% | +61.1% | +21.7% |
| 3Y | -1.7% | -27.0% | +25.3% | -9.1% |
| 5Y | -43.0% | -93.3% | +50.3% | -39.6% |
| All | -43.0% | -93.2% | +50.2% | -39.6% |
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