+152.5%
JPM vs SOFI
+13.0%
+139.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.1% | +0.7% |
| 7D | -0.7% | -4.9% | +4.3% | 0.0% |
| 30D | -2.5% | -3.5% | +1.0% | -2.2% |
| 3M | +14.1% | +3.9% | +10.2% | +13.0% |
| 6M | +25.1% | -6.5% | +31.6% | +25.0% |
| YTD | +12.1% | -33.8% | +46.0% | +16.9% |
| 1Y | +18.8% | -33.3% | +52.1% | +22.9% |
| 3Y | +163.4% | +94.6% | +68.8% | +131.2% |
| All | +152.5% | +13.0% | +139.6% | +112.3% |
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