-33.3%
SOFI vs AA
+56.9%
-90.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -4.9% | -3.4% | -1.5% | -3.9% |
| 30D | -3.5% | -5.8% | +2.3% | -1.6% |
| 3M | +3.9% | -29.9% | +33.8% | +15.8% |
| 6M | -6.5% | -27.0% | +20.5% | +0.5% |
| YTD | -33.8% | -8.7% | -25.1% | -38.0% |
| 1Y | -33.3% | +50.6% | -83.9% | -51.8% |
| All | -33.3% | +56.9% | -90.1% | -51.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling