+157.7%
IBM vs SOFI
+37.6%
+120.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.3% | +3.9% |
| 7D | +3.6% | -4.9% | +8.5% | +3.9% |
| 30D | +3.1% | -3.5% | +6.6% | +3.3% |
| 3M | -10.8% | +3.9% | -14.7% | -11.3% |
| 6M | -0.8% | -6.5% | +5.7% | -0.8% |
| YTD | -16.2% | -33.8% | +17.7% | -14.6% |
| 1Y | -2.9% | -33.3% | +30.4% | -1.3% |
| 3Y | +79.8% | +94.6% | -14.8% | +71.9% |
| 5Y | +124.9% | +13.3% | +111.6% | +111.2% |
| All | +157.7% | +37.6% | +120.1% | +142.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SOFI.
Daily Out/Under-Performance
Portfolio return minus SOFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOFI 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 10y: compounded portfolio wealth divided by compounded SOFI 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…
10y analysis · Full analysis span regression · 6 months rolling