+41.1%
SOFI vs URI
+339.1%
-298.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | +1.7% |
| 7D | -7.0% | -0.5% | -6.5% | -6.9% |
| 30D | -4.3% | -13.4% | +9.1% | +4.5% |
| 3M | +8.4% | -6.2% | +14.7% | +11.6% |
| 6M | -5.9% | +28.0% | -33.9% | -23.9% |
| YTD | -34.3% | +23.0% | -57.2% | -46.6% |
| 1Y | -32.6% | +5.5% | -38.1% | -39.0% |
| 3Y | +101.3% | +119.2% | -17.9% | +8.3% |
| 5Y | +12.6% | +201.0% | -188.5% | -52.2% |
| All | +41.1% | +339.1% | -298.0% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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