+26.4%
SOFI vs ALLE
+78.0%
-51.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -2.1% |
| 7D | -4.9% | +3.6% | -8.4% | -7.2% |
| 30D | +8.4% | +25.9% | -17.4% | -8.8% |
| 3M | -16.3% | +15.8% | -32.1% | -25.2% |
| 6M | +0.7% | +48.1% | -47.4% | -26.1% |
| YTD | -41.1% | +22.0% | -63.1% | -50.7% |
| 1Y | -45.7% | +18.0% | -63.7% | -53.4% |
| 3Y | +119.0% | +93.1% | +26.0% | +25.4% |
| 5Y | -32.2% | +52.1% | -84.3% | -58.5% |
| All | +26.4% | +78.0% | -51.6% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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