-32.7%
SOFI vs U
-73.3%
+40.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.2% | -6.6% | -3.6% |
| 7D | -4.9% | +2.6% | -7.4% | -6.0% |
| 30D | +8.4% | +27.6% | -19.1% | -3.7% |
| 3M | -16.3% | +15.3% | -31.7% | -22.9% |
| 6M | +0.7% | +96.4% | -95.7% | -27.0% |
| YTD | -41.1% | +19.6% | -60.7% | -50.0% |
| 1Y | -45.7% | +42.1% | -87.8% | -57.5% |
| 3Y | +119.0% | +87.5% | +31.5% | +36.3% |
| All | -32.7% | -73.3% | +40.6% | +3.0% |
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