+93.4%
SOFI vs AA
+73.4%
+20.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.8% | +4.1% | +1.5% |
| 7D | -7.0% | -5.4% | -1.6% | -4.7% |
| 30D | -4.3% | -10.7% | +6.4% | +0.6% |
| 3M | +8.4% | -26.2% | +34.6% | +23.0% |
| 6M | -5.9% | -20.9% | +15.0% | 0.0% |
| YTD | -34.3% | -8.6% | -25.6% | -36.1% |
| 1Y | -32.6% | +57.4% | -90.0% | -51.5% |
| All | +93.4% | +73.4% | +20.0% | +17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling