+105.7%
SOFI vs UMAC
+473.8%
-368.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.9% |
| 7D | -4.9% | -3.4% | -1.5% | -4.6% |
| 30D | -3.5% | -15.1% | +11.6% | -2.4% |
| 3M | +3.9% | -10.8% | +14.7% | +3.7% |
| 6M | -6.5% | +15.7% | -22.2% | -11.6% |
| YTD | -33.8% | +80.1% | -114.0% | -40.6% |
| 1Y | -33.3% | +116.7% | -150.0% | -41.7% |
| All | +105.7% | +473.8% | -368.0% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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