-32.7%
SOFI vs ALM
+410.2%
-443.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.7% | -9.1% | -2.4% |
| 7D | -4.9% | +1.2% | -6.1% | -5.1% |
| 30D | +8.4% | -19.3% | +27.8% | +11.5% |
| 3M | -16.3% | -40.6% | +24.3% | -10.9% |
| 6M | +0.7% | -57.9% | +58.6% | +10.7% |
| YTD | -41.1% | -6.7% | -34.4% | -41.0% |
| 1Y | -45.7% | +20.2% | -65.9% | -47.1% |
| 3Y | +119.0% | +879.4% | -760.4% | +73.1% |
| All | -32.7% | +410.2% | -443.0% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling