+34.2%
SOFI vs URI
+390.5%
-356.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.0% |
| 7D | -2.4% | -6.0% | +3.6% | +1.3% |
| 30D | +3.6% | +4.6% | -1.0% | +0.8% |
| 3M | -9.7% | -2.7% | -7.0% | -8.5% |
| 6M | +3.9% | +18.4% | -14.4% | -8.3% |
| YTD | -37.5% | +37.4% | -74.8% | -52.8% |
| 1Y | -46.4% | +30.4% | -76.8% | -57.8% |
| 3Y | +135.9% | +147.9% | -12.0% | +17.2% |
| 5Y | -19.8% | +202.1% | -221.9% | -66.6% |
| All | +34.2% | +390.5% | -356.3% | -59.0% |
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