+42.0%
SOFI vs UNP
+55.4%
-13.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.3% | -2.5% | -3.0% |
| 7D | -2.9% | -1.7% | -1.1% | -1.8% |
| 30D | -4.4% | -2.1% | -2.2% | -3.0% |
| 3M | +5.2% | +5.4% | -0.2% | +1.0% |
| 6M | -7.8% | +13.4% | -21.2% | -16.6% |
| YTD | -33.8% | +25.0% | -58.8% | -44.6% |
| 1Y | -33.3% | +34.6% | -67.8% | -47.4% |
| 3Y | +102.7% | +43.6% | +59.1% | +54.2% |
| 5Y | +10.5% | +51.7% | -41.3% | -17.7% |
| All | +42.0% | +55.4% | -13.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling