+42.0%
SOFI vs A
+28.4%
+13.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.0% | -1.4% |
| 7D | -4.9% | -2.6% | -2.3% | -3.1% |
| 30D | -3.5% | -0.9% | -2.6% | -2.6% |
| 3M | +3.9% | +13.6% | -9.7% | -6.1% |
| 6M | -6.5% | +27.8% | -34.4% | -23.9% |
| YTD | -33.8% | +8.6% | -42.5% | -39.2% |
| 1Y | -33.3% | +16.9% | -50.2% | -42.9% |
| 3Y | +94.6% | +32.9% | +61.7% | +44.4% |
| 5Y | +13.3% | -14.1% | +27.4% | +32.6% |
| All | +42.0% | +28.4% | +13.6% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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