+15.4%
SOFI vs UPS
-34.8%
+50.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -4.9% | -2.0% | -3.0% | -3.8% |
| 30D | -3.5% | -2.0% | -1.5% | -2.2% |
| 3M | +3.9% | -6.2% | +10.1% | +7.5% |
| 6M | -6.5% | +2.8% | -9.3% | -9.2% |
| YTD | -33.8% | +5.9% | -39.7% | -37.8% |
| 1Y | -33.3% | +26.2% | -59.5% | -44.5% |
| 3Y | +94.6% | -26.0% | +120.6% | +124.6% |
| All | +15.4% | -34.8% | +50.1% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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