+49.3%
SOFI vs ALL
+171.0%
-121.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.2% | -1.3% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | -0.2% | -1.5% | +1.3% | 0.0% |
| 3M | +6.2% | +23.6% | -17.4% | +0.7% |
| 6M | -2.6% | +22.3% | -24.9% | -7.5% |
| YTD | -30.4% | +26.5% | -56.9% | -34.7% |
| 1Y | -28.2% | +27.0% | -55.2% | -33.0% |
| 3Y | +107.3% | +149.6% | -42.3% | +61.0% |
| 5Y | +20.2% | +118.1% | -97.9% | -6.7% |
| All | +49.3% | +171.0% | -121.6% | +45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling