+49.3%
SOFI vs ALLE
+45.2%
+4.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -2.3% |
| 7D | +0.9% | -0.2% | +1.1% | +1.1% |
| 30D | -0.2% | -6.8% | +6.6% | +5.3% |
| 3M | +6.2% | +21.0% | -14.8% | -9.0% |
| 6M | -2.6% | +1.1% | -3.7% | -4.6% |
| YTD | -30.4% | -0.5% | -29.9% | -31.9% |
| 1Y | -28.2% | -7.3% | -21.0% | -25.7% |
| 3Y | +107.3% | +42.3% | +65.0% | +50.0% |
| 5Y | +20.2% | +13.5% | +6.7% | -14.2% |
| All | +49.3% | +45.2% | +4.2% | +1.9% |
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