+42.0%
SOFI vs ALM
+1,203.9%
-1,161.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.5% | +7.2% | +1.4% |
| 7D | -4.9% | -11.8% | +6.9% | -3.6% |
| 30D | -3.5% | +7.8% | -11.2% | -4.5% |
| 3M | +3.9% | -9.3% | +13.2% | +4.2% |
| 6M | -6.5% | -30.5% | +23.9% | -4.5% |
| YTD | -33.8% | +75.8% | -109.7% | -38.3% |
| 1Y | -33.3% | +241.2% | -274.5% | -41.2% |
| 3Y | +94.6% | +1,872.6% | -1,778.0% | +46.3% |
| 5Y | +13.3% | +849.6% | -836.3% | -12.9% |
| All | +42.0% | +1,203.9% | -1,161.9% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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