+28.1%
SOFI vs ALLE
+76.3%
-48.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.5% |
| 7D | -2.6% | +1.6% | -4.1% | -3.6% |
| 30D | +2.6% | +24.1% | -21.5% | -12.8% |
| 3M | -12.9% | +14.8% | -27.7% | -21.6% |
| 6M | -1.7% | +45.9% | -47.6% | -27.0% |
| YTD | -40.3% | +20.7% | -61.0% | -49.6% |
| 1Y | -51.5% | +14.2% | -65.7% | -57.1% |
| 3Y | +125.2% | +90.7% | +34.5% | +30.1% |
| 5Y | -31.3% | +50.6% | -81.9% | -57.7% |
| All | +28.1% | +76.3% | -48.1% | -24.6% |
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