+98.7%
JNJ vs SOFI
+37.6%
+61.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | -3.5% | -4.9% | +1.4% | -3.6% |
| 30D | +2.3% | -3.5% | +5.8% | +2.3% |
| 3M | +12.0% | +3.9% | +8.1% | +12.1% |
| 6M | +10.5% | -6.5% | +17.0% | +10.5% |
| YTD | +30.4% | -33.8% | +64.2% | +30.0% |
| 1Y | +52.1% | -33.3% | +85.4% | +51.8% |
| 3Y | +77.8% | +94.6% | -16.8% | +78.5% |
| 5Y | +82.9% | +13.3% | +69.6% | +81.9% |
| All | +98.7% | +37.6% | +61.2% | +99.0% |
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