+47.6%
SOFI vs ALM
+1,509.4%
-1,461.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.8% | -10.0% | -2.2% |
| 7D | +5.6% | +8.4% | -2.8% | +4.6% |
| 30D | -2.0% | +34.8% | -36.9% | -5.6% |
| 3M | +9.2% | +16.2% | -7.1% | +6.4% |
| 6M | -4.7% | +2.1% | -6.8% | -6.6% |
| YTD | -31.2% | +117.0% | -148.2% | -37.4% |
| 1Y | -30.6% | +313.9% | -344.5% | -40.2% |
| 3Y | +110.6% | +2,327.9% | -2,217.3% | +54.6% |
| 5Y | +16.4% | +1,040.6% | -1,024.2% | -12.5% |
| All | +47.6% | +1,509.4% | -1,461.8% | +21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling