+116.3%
IBM vs SOFI
+9.1%
+107.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.4% |
| 7D | -0.3% | -7.0% | +6.7% | +0.4% |
| 30D | -1.8% | -4.3% | +2.4% | -1.5% |
| 3M | -13.5% | +8.4% | -21.9% | -14.5% |
| 6M | -5.1% | -5.9% | +0.8% | -5.1% |
| YTD | -19.4% | -34.3% | +14.9% | -17.2% |
| 1Y | -6.5% | -32.6% | +26.0% | -4.5% |
| 3Y | +73.8% | +101.3% | -27.5% | +61.6% |
| 5Y | +116.3% | +12.6% | +103.8% | +95.9% |
| All | +116.3% | +9.1% | +107.2% | +95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling