Alderton Industries enters into a 2-year plain vanilla interest rate swap with a notional principal of $50 million, agreeing to pay fixed and receive floating (3-month SOFR). Payments are quarterly. At inception, the fixed swap rate is determined to be 4.20% annually. After 6 months, SOFR has risen to 4.80%. From Alderton's perspective, what is the most accurate statement about the swap's market value?