-41.7%
SWKS vs UPST
+7.9%
-49.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.2% | +3.7% |
| 7D | +12.5% | -3.5% | +16.1% | +13.0% |
| 30D | +10.5% | -7.1% | +17.6% | +11.3% |
| 3M | -7.4% | -13.1% | +5.7% | -6.1% |
| 6M | +32.7% | -1.1% | +33.8% | +32.0% |
| YTD | +19.2% | -35.9% | +55.0% | +23.6% |
| 1Y | +2.4% | -57.4% | +59.8% | +10.4% |
| 3Y | -25.6% | -14.9% | -10.7% | -30.6% |
| 5Y | -53.4% | -88.7% | +35.2% | -55.9% |
| All | -41.7% | +7.9% | -49.6% | -48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling