+15.4%
SOFI vs UNP
+52.3%
-36.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.0% |
| 7D | -4.9% | -1.8% | -3.1% | -3.7% |
| 30D | -3.5% | -2.7% | -0.7% | -1.6% |
| 3M | +3.9% | +6.5% | -2.6% | -1.3% |
| 6M | -6.5% | +14.4% | -20.9% | -16.7% |
| YTD | -33.8% | +24.8% | -58.7% | -45.4% |
| 1Y | -33.3% | +34.4% | -67.7% | -48.4% |
| 3Y | +94.6% | +43.6% | +51.0% | +43.9% |
| All | +15.4% | +52.3% | -36.9% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling