+145.8%
IBM vs SOFI
+43.1%
+102.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.1% |
| 7D | +0.3% | +5.6% | -5.3% | -0.1% |
| 30D | -1.5% | -2.0% | +0.5% | -1.4% |
| 3M | -16.8% | +9.2% | -25.9% | -17.5% |
| 6M | -9.0% | -4.7% | -4.3% | -9.1% |
| YTD | -20.1% | -31.2% | +11.2% | -18.8% |
| 1Y | -7.0% | -30.6% | +23.6% | -5.8% |
| 3Y | +72.4% | +110.6% | -38.3% | +64.1% |
| 5Y | +112.0% | +16.4% | +95.6% | +98.6% |
| All | +145.8% | +43.1% | +102.8% | +130.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling