+42.0%
SOFI vs ALL
+164.9%
-122.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.1% | +0.5% |
| 7D | -4.9% | -2.3% | -2.7% | -4.5% |
| 30D | -3.5% | -0.4% | -3.0% | -3.4% |
| 3M | +3.9% | +16.0% | -12.1% | +0.1% |
| 6M | -6.5% | +24.6% | -31.1% | -11.7% |
| YTD | -33.8% | +23.7% | -57.5% | -37.7% |
| 1Y | -33.3% | +27.7% | -61.0% | -37.9% |
| 3Y | +94.6% | +150.2% | -55.6% | +50.8% |
| 5Y | +13.3% | +117.1% | -103.8% | -10.7% |
| All | +42.0% | +164.9% | -122.9% | +38.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling