+49.3%
SOFI vs U
-73.1%
+122.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.1% |
| 7D | +0.9% | -3.8% | +4.7% | +2.6% |
| 30D | -0.2% | +17.5% | -17.6% | -7.6% |
| 3M | +6.2% | +38.7% | -32.5% | -8.6% |
| 6M | -2.6% | +104.4% | -107.0% | -29.9% |
| YTD | -30.4% | -5.7% | -24.7% | -33.2% |
| 1Y | -28.2% | +3.7% | -31.9% | -35.0% |
| 3Y | +107.3% | +12.3% | +95.0% | +64.9% |
| 5Y | +20.2% | -68.8% | +89.0% | +49.2% |
| All | +49.3% | -73.1% | +122.5% | +82.0% |
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 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