+41.1%
SOFI vs UPST
-37.8%
+78.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | +0.2% |
| 7D | -7.0% | -12.0% | +5.0% | -3.4% |
| 30D | -4.3% | -16.0% | +11.7% | +1.0% |
| 3M | +8.4% | -17.2% | +25.6% | +15.0% |
| 6M | -5.9% | -10.9% | +5.0% | -2.5% |
| YTD | -34.3% | -42.6% | +8.3% | -23.0% |
| 1Y | -32.6% | -59.8% | +27.2% | -12.9% |
| 3Y | +101.3% | -17.9% | +119.2% | +92.5% |
| 5Y | +12.6% | -90.7% | +103.3% | +22.3% |
| All | +41.1% | -37.8% | +78.8% | +70.2% |
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