+47.6%
SOFI vs A
+28.3%
+19.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | +0.8% |
| 7D | +5.6% | -2.1% | +7.7% | +7.3% |
| 30D | -2.0% | +0.6% | -2.6% | -2.3% |
| 3M | +9.2% | +10.9% | -1.7% | +0.4% |
| 6M | -4.7% | +28.2% | -32.9% | -22.6% |
| YTD | -31.2% | +8.6% | -39.8% | -36.7% |
| 1Y | -30.6% | +15.5% | -46.2% | -40.0% |
| 3Y | +110.6% | +31.8% | +78.8% | +57.4% |
| 5Y | +16.4% | -14.9% | +31.3% | +37.9% |
| All | +47.6% | +28.3% | +19.3% | -24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling