-33.3%
SOFI vs URI
+5.3%
-38.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -4.9% | -2.1% | -2.9% | -4.5% |
| 30D | -3.5% | -12.4% | +9.0% | -0.4% |
| 3M | +3.9% | -7.3% | +11.2% | +5.7% |
| 6M | -6.5% | +27.2% | -33.7% | -12.0% |
| YTD | -33.8% | +23.0% | -56.8% | -39.4% |
| 1Y | -33.3% | +3.9% | -37.2% | -34.6% |
| All | -33.3% | +5.3% | -38.5% | -34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling