+16.4%
SOFI vs URI
+206.8%
-190.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.5% |
| 7D | +5.6% | +2.5% | +3.1% | +3.9% |
| 30D | -2.0% | -12.5% | +10.5% | +6.8% |
| 3M | +9.2% | -6.2% | +15.3% | +12.6% |
| 6M | -4.7% | +25.9% | -30.6% | -22.7% |
| YTD | -31.2% | +26.2% | -57.4% | -45.7% |
| 1Y | -30.6% | +5.5% | -36.1% | -37.3% |
| 3Y | +110.6% | +125.0% | -14.3% | +5.7% |
| 5Y | +16.4% | +210.4% | -194.0% | -54.8% |
| All | +16.4% | +206.8% | -190.4% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling