+42.0%
SOFI vs ULTA
+90.4%
-48.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.4% | -0.4% |
| 7D | -4.9% | -3.1% | -1.9% | -3.5% |
| 30D | -3.5% | +2.8% | -6.3% | -5.0% |
| 3M | +3.9% | +14.8% | -10.9% | -3.5% |
| 6M | -6.5% | -16.2% | +9.7% | +0.4% |
| YTD | -33.8% | -9.6% | -24.2% | -31.9% |
| 1Y | -33.3% | +4.8% | -38.1% | -37.3% |
| 3Y | +94.6% | +30.7% | +63.9% | +52.8% |
| 5Y | +13.3% | +45.9% | -32.6% | -17.0% |
| All | +42.0% | +90.4% | -48.4% | +25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling