+225.4%
JPM vs SOFI
+37.6%
+187.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.8% | +4.1% | +0.7% |
| 7D | -0.4% | -2.9% | +2.4% | -0.1% |
| 30D | -1.4% | -4.4% | +2.9% | -1.1% |
| 3M | +13.9% | +5.2% | +8.7% | +12.9% |
| 6M | +23.5% | -7.8% | +31.3% | +23.6% |
| YTD | +11.6% | -33.8% | +45.5% | +15.5% |
| 1Y | +21.4% | -33.3% | +54.6% | +24.8% |
| 3Y | +163.4% | +102.7% | +60.8% | +137.5% |
| 5Y | +152.5% | +10.5% | +142.1% | +123.8% |
| All | +225.4% | +37.6% | +187.8% | +182.1% |
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