+16.4%
SOFI vs ALLE
+17.0%
-0.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.6% |
| 7D | +5.6% | +2.8% | +2.8% | +3.3% |
| 30D | -2.0% | -7.6% | +5.6% | +4.7% |
| 3M | +9.2% | +22.8% | -13.6% | -9.3% |
| 6M | -4.7% | +4.6% | -9.3% | -9.7% |
| YTD | -31.2% | -1.2% | -30.0% | -32.6% |
| 1Y | -30.6% | -9.1% | -21.5% | -26.7% |
| 3Y | +110.6% | +50.0% | +60.7% | +36.8% |
| 5Y | +16.4% | +15.2% | +1.2% | -4.4% |
| All | +16.4% | +17.0% | -0.6% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling