+110.6%
SOFI vs URI
+126.5%
-15.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.5% |
| 7D | +5.6% | +2.5% | +3.1% | +4.0% |
| 30D | -2.0% | -12.5% | +10.5% | +6.1% |
| 3M | +9.2% | -6.2% | +15.3% | +12.4% |
| 6M | -4.7% | +25.9% | -30.6% | -21.5% |
| YTD | -31.2% | +26.2% | -57.4% | -45.1% |
| 1Y | -30.6% | +5.5% | -36.1% | -36.2% |
| 3Y | +110.6% | +125.0% | -14.3% | +3.5% |
| All | +110.6% | +126.5% | -15.8% | +3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling