+26.4%
SOFI vs U
-65.9%
+92.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.2% | -6.6% | -3.5% |
| 7D | -4.9% | +2.6% | -7.4% | -6.0% |
| 30D | +8.4% | +27.6% | -19.1% | -3.6% |
| 3M | -16.3% | +15.3% | -31.7% | -22.9% |
| 6M | +0.7% | +96.4% | -95.7% | -26.7% |
| YTD | -41.1% | +19.6% | -60.7% | -49.9% |
| 1Y | -45.7% | +42.1% | -87.8% | -57.4% |
| 3Y | +119.0% | +87.5% | +31.5% | +37.3% |
| 5Y | -32.2% | -73.1% | +40.9% | -12.8% |
| All | +26.4% | -65.9% | +92.3% | +36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling