+26.4%
SOFI vs URI
+400.1%
-373.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | -0.1% | -0.5% |
| 7D | -4.9% | +6.7% | -11.6% | -8.8% |
| 30D | +8.4% | +8.9% | -0.4% | +2.8% |
| 3M | -16.3% | +0.5% | -16.9% | -17.1% |
| 6M | +0.7% | +20.7% | -19.9% | -12.3% |
| YTD | -41.1% | +40.0% | -81.1% | -56.1% |
| 1Y | -45.7% | +34.4% | -80.1% | -58.2% |
| 3Y | +119.0% | +149.5% | -30.4% | +8.4% |
| 5Y | -32.2% | +205.6% | -237.8% | -72.0% |
| All | +26.4% | +400.1% | -373.7% | -61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling