-40.8%
SOFI vs ALL
+42.7%
-83.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.9% | +0.7% | +4.6% |
| 7D | +1.4% | +7.5% | -6.1% | +4.0% |
| 30D | +9.2% | +19.7% | -10.6% | +16.2% |
| 3M | -7.1% | +2.9% | -10.0% | -6.2% |
| 6M | +7.3% | +23.5% | -16.2% | +16.9% |
| YTD | -33.6% | +31.1% | -64.8% | -25.3% |
| 1Y | -40.8% | +40.5% | -81.3% | -30.3% |
| All | -40.8% | +42.7% | -83.5% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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