+59.4%
IWM vs SOFI
+37.6%
+21.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | -2.4% | -4.9% | +2.5% | -1.6% |
| 30D | -4.6% | -3.5% | -1.1% | -4.1% |
| 3M | -0.3% | +3.9% | -4.2% | -1.4% |
| 6M | +14.7% | -6.5% | +21.3% | +14.8% |
| YTD | +17.8% | -33.8% | +51.7% | +24.6% |
| 1Y | +21.2% | -33.3% | +54.5% | +26.9% |
| 3Y | +62.3% | +94.6% | -32.3% | +37.4% |
| 5Y | +38.7% | +13.3% | +25.4% | +15.8% |
| All | +59.4% | +37.6% | +21.9% | +32.7% |
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