+33.4%
SOFI vs ALK
-21.4%
+54.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | +0.1% |
| 7D | -6.4% | +2.6% | -9.0% | -7.7% |
| 30D | +6.8% | +7.8% | -1.0% | +1.9% |
| 3M | -9.5% | -15.2% | +5.7% | -1.4% |
| 6M | +0.1% | +5.0% | -5.0% | -4.9% |
| YTD | -37.9% | -18.4% | -19.4% | -33.3% |
| 1Y | -47.4% | -2.4% | -45.0% | -49.8% |
| 3Y | +134.4% | +19.8% | +114.7% | +82.0% |
| 5Y | -29.2% | -27.8% | -1.4% | -27.0% |
| All | +33.4% | -21.4% | +54.7% | +52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling