+10.5%
SOFI vs U
-67.7%
+78.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.6% |
| 7D | -2.9% | +4.4% | -7.2% | -4.6% |
| 30D | -4.4% | -1.3% | -3.1% | -3.9% |
| 3M | +5.2% | +49.6% | -44.4% | -12.5% |
| 6M | -7.8% | +100.2% | -108.0% | -33.0% |
| YTD | -33.8% | -3.7% | -30.1% | -37.1% |
| 1Y | -33.3% | -6.5% | -26.8% | -36.6% |
| 3Y | +102.7% | +12.9% | +89.8% | +61.0% |
| 5Y | +10.5% | -68.3% | +78.7% | +46.7% |
| All | +10.5% | -67.7% | +78.2% | +46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling