+42.0%
SOFI vs UPS
-24.1%
+66.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.3% | -2.5% | -3.1% |
| 7D | -2.9% | -3.7% | +0.8% | -0.9% |
| 30D | -4.4% | -3.7% | -0.6% | -2.3% |
| 3M | +5.2% | -6.6% | +11.8% | +8.7% |
| 6M | -7.8% | +2.6% | -10.3% | -9.9% |
| YTD | -33.8% | +4.8% | -38.6% | -36.8% |
| 1Y | -33.3% | +25.3% | -58.6% | -42.7% |
| 3Y | +102.7% | -26.9% | +129.5% | +129.5% |
| 5Y | +10.5% | -33.5% | +44.0% | +36.9% |
| All | +42.0% | -24.1% | +66.2% | +85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling