+49.3%
SOFI vs AA
+122.6%
-73.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.8% |
| 7D | +0.9% | -0.7% | +1.6% | +1.1% |
| 30D | -0.2% | +5.0% | -5.1% | -2.3% |
| 3M | +6.2% | -35.8% | +42.1% | +24.7% |
| 6M | -2.6% | -18.4% | +15.8% | +1.9% |
| YTD | -30.4% | -5.5% | -24.9% | -31.9% |
| 1Y | -28.2% | +61.0% | -89.2% | -43.6% |
| 3Y | +107.3% | +66.2% | +41.1% | +54.7% |
| 5Y | +20.2% | +11.4% | +8.8% | +0.7% |
| All | +49.3% | +122.6% | -73.3% | +40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling