+49.3%
SOFI vs URI
+348.3%
-299.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -2.6% |
| 7D | +0.9% | -2.0% | +2.9% | +2.1% |
| 30D | -0.2% | -12.9% | +12.8% | +8.8% |
| 3M | +6.2% | -6.7% | +13.0% | +9.9% |
| 6M | -2.6% | +19.0% | -21.6% | -17.0% |
| YTD | -30.4% | +25.5% | -55.9% | -44.2% |
| 1Y | -28.2% | +5.5% | -33.8% | -34.9% |
| 3Y | +107.3% | +111.3% | -4.0% | +14.3% |
| 5Y | +20.2% | +198.6% | -178.4% | -48.9% |
| All | +49.3% | +348.3% | -299.0% | -51.5% |
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 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