-40.8%
SOFI vs ULTA
+27.7%
-68.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.1% | -0.4% | +2.7% |
| 7D | +1.4% | +6.7% | -5.3% | 0.0% |
| 30D | +9.2% | +21.7% | -12.6% | +4.9% |
| 3M | -7.1% | +21.5% | -28.5% | -10.6% |
| 6M | +7.3% | +27.5% | -20.3% | +2.3% |
| YTD | -33.6% | +9.2% | -42.8% | -35.2% |
| 1Y | -40.8% | +27.9% | -68.7% | -43.8% |
| All | -40.8% | +27.7% | -68.5% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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