-40.8%
SOFI vs UL
+1.7%
-42.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.3% | +0.4% | +4.2% |
| 7D | +1.4% | +4.7% | -3.3% | +2.3% |
| 30D | +9.2% | +11.6% | -2.4% | +11.2% |
| 3M | -7.1% | +5.3% | -12.4% | -6.2% |
| 6M | +7.3% | +16.0% | -8.8% | +11.3% |
| YTD | -33.6% | +5.0% | -38.6% | -36.0% |
| 1Y | -40.8% | +1.1% | -41.9% | -41.8% |
| All | -40.8% | +1.7% | -42.5% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling