+102.4%
SOFI vs ALK
+2.0%
+100.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | +0.4% |
| 7D | +5.6% | +0.1% | +5.5% | +5.5% |
| 30D | -2.0% | -18.5% | +16.4% | +8.4% |
| 3M | +9.2% | -3.6% | +12.7% | +10.2% |
| 6M | -4.7% | -3.7% | -1.0% | -5.2% |
| YTD | -31.2% | -19.0% | -12.2% | -25.6% |
| 1Y | -30.6% | -36.0% | +5.4% | -15.3% |
| All | +102.4% | +2.0% | +100.3% | +112.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling