+94.7%
SOFI vs ALL
+151.8%
-57.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | -2.9% | -2.2% | -0.6% | -2.6% |
| 30D | -4.4% | -5.6% | +1.2% | -3.8% |
| 3M | +5.2% | +17.2% | -12.0% | +2.1% |
| 6M | -7.8% | +23.2% | -31.0% | -11.4% |
| YTD | -33.8% | +23.6% | -57.4% | -36.7% |
| 1Y | -33.3% | +29.2% | -62.4% | -37.2% |
| All | +94.7% | +151.8% | -57.1% | +63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling