+42.0%
SOFI vs AA
+115.0%
-73.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -4.9% | -3.4% | -1.5% | -3.7% |
| 30D | -3.5% | -5.8% | +2.3% | -1.3% |
| 3M | +3.9% | -29.9% | +33.8% | +17.8% |
| 6M | -6.5% | -27.0% | +20.5% | +2.3% |
| YTD | -33.8% | -8.7% | -25.1% | -34.4% |
| 1Y | -33.3% | +50.6% | -83.9% | -46.2% |
| 3Y | +94.6% | +74.1% | +20.5% | +43.4% |
| 5Y | +13.3% | +2.6% | +10.7% | -3.6% |
| All | +42.0% | +115.0% | -73.0% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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