+99.9%
JNJ vs SOFI
+37.6%
+62.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.0% | -0.8% |
| 7D | -3.0% | -2.9% | -0.1% | -3.0% |
| 30D | +2.5% | -4.4% | +6.9% | +2.5% |
| 3M | +13.2% | +5.2% | +8.0% | +13.4% |
| 6M | +11.3% | -7.8% | +19.0% | +11.3% |
| YTD | +31.1% | -33.8% | +64.9% | +30.8% |
| 1Y | +54.3% | -33.3% | +87.6% | +54.0% |
| 3Y | +81.1% | +102.7% | -21.5% | +81.9% |
| 5Y | +82.7% | +10.5% | +72.3% | +81.7% |
| All | +99.9% | +37.6% | +62.2% | +100.1% |
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 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