-19.8%
SOFI vs ALK
-28.6%
+8.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.0% |
| 7D | -2.4% | +12.9% | -15.3% | -9.5% |
| 30D | +3.6% | +5.5% | -1.9% | -0.2% |
| 3M | -9.7% | -12.1% | +2.4% | -3.1% |
| 6M | +3.9% | +1.7% | +2.2% | 0.0% |
| YTD | -37.5% | -17.4% | -20.1% | -33.2% |
| 1Y | -46.4% | -1.9% | -44.5% | -49.5% |
| 3Y | +135.9% | +21.2% | +114.6% | +67.1% |
| 5Y | -19.8% | -27.8% | +8.0% | -16.3% |
| All | -19.8% | -28.6% | +8.8% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling