-40.8%
SOFI vs AUR
-17.4%
-23.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.4% | +8.1% | +5.1% |
| 7D | +1.4% | -19.8% | +21.2% | +8.5% |
| 30D | +9.2% | -29.0% | +38.2% | +21.8% |
| 3M | -7.1% | -43.6% | +36.5% | +11.0% |
| 6M | +7.3% | -36.6% | +43.9% | +20.7% |
| YTD | -33.6% | +6.3% | -39.9% | -39.9% |
| 1Y | -40.8% | -9.0% | -31.8% | -42.8% |
| All | -40.8% | -17.4% | -23.4% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling