+12.6%
SOFI vs A
-16.6%
+29.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | +0.1% |
| 7D | -7.0% | -4.6% | -2.4% | -3.9% |
| 30D | -4.3% | -4.3% | 0.0% | -1.0% |
| 3M | +8.4% | +8.9% | -0.5% | +1.5% |
| 6M | -5.9% | +24.5% | -30.4% | -21.0% |
| YTD | -34.3% | +5.8% | -40.1% | -38.1% |
| 1Y | -32.6% | +16.2% | -48.8% | -41.6% |
| 3Y | +101.3% | +28.5% | +72.8% | +56.8% |
| 5Y | +12.6% | -16.3% | +28.9% | +27.6% |
| All | +12.6% | -16.6% | +29.1% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling