-40.8%
SOFI vs UMC
+112.5%
-153.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.1% | +5.7% | +3.9% |
| 7D | +1.4% | -14.7% | +16.1% | +3.0% |
| 30D | +9.2% | -32.9% | +42.0% | +13.7% |
| 3M | -7.1% | -22.2% | +15.1% | -4.9% |
| 6M | +7.3% | +25.9% | -18.6% | +4.7% |
| YTD | -33.6% | +107.9% | -141.5% | -40.4% |
| 1Y | -40.8% | +115.0% | -155.9% | -49.5% |
| All | -40.8% | +112.5% | -153.3% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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