+42.0%
SOFI vs ALK
-22.6%
+64.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -2.8% | -3.2% |
| 7D | -2.9% | -3.0% | +0.1% | -1.2% |
| 30D | -4.4% | -14.6% | +10.2% | +4.3% |
| 3M | +5.2% | -10.6% | +15.8% | +11.1% |
| 6M | -7.8% | -6.7% | -1.1% | -6.8% |
| YTD | -33.8% | -19.8% | -14.0% | -27.9% |
| 1Y | -33.3% | -35.2% | +1.9% | -18.2% |
| 3Y | +102.7% | +1.4% | +101.3% | +76.9% |
| 5Y | +10.5% | -30.7% | +41.1% | +15.6% |
| All | +42.0% | -22.6% | +64.7% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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