+42.0%
SOFI vs UMC
+272.8%
-230.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.7% | -0.4% |
| 7D | -4.9% | +9.0% | -13.9% | -8.7% |
| 30D | -3.5% | +17.2% | -20.7% | -10.8% |
| 3M | +3.9% | +11.4% | -7.5% | -6.3% |
| 6M | -6.5% | +137.5% | -144.0% | -45.5% |
| YTD | -33.8% | +193.1% | -227.0% | -67.7% |
| 1Y | -33.3% | +240.3% | -273.6% | -70.3% |
| 3Y | +94.6% | +262.2% | -167.6% | -20.7% |
| 5Y | +13.3% | +143.1% | -129.8% | -43.4% |
| All | +42.0% | +272.8% | -230.8% | -44.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling