+14.7%
SOFI vs UDR
-20.1%
+34.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.1% |
| 7D | -7.0% | -3.4% | -3.6% | -4.4% |
| 30D | -4.3% | -5.4% | +1.1% | 0.0% |
| 3M | +8.4% | -10.0% | +18.4% | +16.7% |
| 6M | -5.9% | -2.5% | -3.4% | -6.4% |
| YTD | -34.3% | -1.1% | -33.1% | -35.8% |
| 1Y | -32.6% | -3.9% | -28.7% | -32.8% |
| 3Y | +101.3% | +3.4% | +97.8% | +86.3% |
| All | +14.7% | -20.1% | +34.8% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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