+37.3%
SOFI vs ALLE
+76.7%
-39.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.8% | +0.6% | +1.3% |
| 7D | +0.9% | -0.6% | +1.5% | +1.5% |
| 30D | +6.0% | +26.6% | -20.6% | -11.2% |
| 3M | -8.9% | +13.2% | -22.0% | -17.2% |
| 6M | +6.3% | +42.9% | -36.5% | -19.8% |
| YTD | -36.0% | +21.0% | -57.1% | -46.1% |
| 1Y | -40.6% | +15.2% | -55.8% | -47.9% |
| 3Y | +144.5% | +95.6% | +48.9% | +38.5% |
| 5Y | -24.3% | +53.4% | -77.8% | -53.5% |
| All | +37.3% | +76.7% | -39.4% | -19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling