-45.7%
SOFI vs U
+33.7%
-79.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.2% | -6.6% | -2.8% |
| 7D | -4.9% | +2.6% | -7.4% | -5.6% |
| 30D | +8.4% | +27.6% | -19.1% | 0.0% |
| 3M | -16.3% | +15.3% | -31.7% | -20.6% |
| 6M | +0.7% | +96.4% | -95.7% | -19.8% |
| YTD | -41.1% | +19.6% | -60.7% | -48.4% |
| 1Y | -45.7% | +42.1% | -87.8% | -55.5% |
| All | -45.7% | +33.7% | -79.4% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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