+42.0%
SOFI vs UDR
+15.0%
+27.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.0% | -1.8% | -2.4% |
| 7D | -2.9% | -3.3% | +0.4% | -0.6% |
| 30D | -4.4% | -5.6% | +1.3% | -0.6% |
| 3M | +5.2% | -9.4% | +14.6% | +11.7% |
| 6M | -7.8% | -3.0% | -4.8% | -7.7% |
| YTD | -33.8% | -0.4% | -33.4% | -35.4% |
| 1Y | -33.3% | -5.1% | -28.1% | -32.6% |
| 3Y | +102.7% | +4.2% | +98.5% | +91.0% |
| 5Y | +10.5% | -19.5% | +30.0% | +19.9% |
| All | +42.0% | +15.0% | +27.1% | +170.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling