+94.6%
SOFI vs AUR
+84.2%
+10.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -0.9% | +0.2% |
| 7D | -4.9% | +1.4% | -6.4% | -5.4% |
| 30D | -3.5% | -6.4% | +2.9% | -1.9% |
| 3M | +3.9% | +7.7% | -3.8% | +1.1% |
| 6M | -6.5% | +44.5% | -51.0% | -18.0% |
| YTD | -33.8% | +67.4% | -101.3% | -44.8% |
| 1Y | -33.3% | +15.4% | -48.7% | -38.3% |
| 3Y | +94.6% | +94.8% | -0.2% | +10.3% |
| All | +94.6% | +84.2% | +10.4% | +10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling