+104.4%
SOFI vs UMAC
+488.3%
-383.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.6% | -0.3% |
| 7D | -7.0% | -4.0% | -3.0% | -6.7% |
| 30D | -4.3% | -9.4% | +5.1% | -3.9% |
| 3M | +8.4% | +3.0% | +5.5% | +6.6% |
| 6M | -5.9% | +27.2% | -33.1% | -11.9% |
| YTD | -34.3% | +84.7% | -119.0% | -41.1% |
| 1Y | -32.6% | +136.5% | -169.0% | -41.5% |
| All | +104.4% | +488.3% | -383.9% | +52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling