+42.0%
SOFI vs UNP
+55.2%
-13.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.9% |
| 7D | -4.9% | -1.8% | -3.1% | -3.8% |
| 30D | -3.5% | -2.7% | -0.7% | -1.7% |
| 3M | +3.9% | +6.5% | -2.6% | -0.9% |
| 6M | -6.5% | +14.4% | -20.9% | -16.0% |
| YTD | -33.8% | +24.8% | -58.7% | -44.6% |
| 1Y | -33.3% | +34.4% | -67.7% | -47.4% |
| 3Y | +94.6% | +43.6% | +51.0% | +48.1% |
| 5Y | +13.3% | +53.2% | -39.9% | -15.8% |
| All | +42.0% | +55.2% | -13.2% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 UNP 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