+26.4%
SOFI vs UPST
-51.5%
+77.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.5% | -2.0% |
| 7D | -4.9% | -10.6% | +5.8% | -1.7% |
| 30D | +8.4% | -14.0% | +22.4% | +13.4% |
| 3M | -16.3% | -36.8% | +20.5% | -3.9% |
| 6M | +0.7% | -27.5% | +28.2% | +11.3% |
| YTD | -41.1% | -55.3% | +14.2% | -25.7% |
| 1Y | -45.7% | -47.5% | +1.9% | -34.6% |
| 3Y | +119.0% | -10.4% | +129.5% | +110.7% |
| 5Y | -32.2% | -92.6% | +60.3% | -20.9% |
| All | +26.4% | -51.5% | +77.9% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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