-33.3%
SOFI vs ALK
-36.6%
+3.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -2.8% | -3.4% |
| 7D | -2.9% | -3.0% | +0.1% | -1.7% |
| 30D | -4.4% | -14.6% | +10.2% | +1.7% |
| 3M | +5.2% | -10.6% | +15.8% | +9.7% |
| 6M | -7.8% | -6.7% | -1.1% | -6.4% |
| YTD | -33.8% | -19.8% | -14.0% | -28.6% |
| 1Y | -33.3% | -35.2% | +1.9% | -31.0% |
| All | -33.3% | -36.6% | +3.3% | -31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling