+26.4%
SOFI vs ALM
+591.9%
-565.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.7% | -9.1% | -2.3% |
| 7D | -4.9% | +1.2% | -6.1% | -5.1% |
| 30D | +8.4% | -19.3% | +27.8% | +11.2% |
| 3M | -16.3% | -40.6% | +24.3% | -11.4% |
| 6M | +0.7% | -57.9% | +58.6% | +9.7% |
| YTD | -41.1% | -6.7% | -34.4% | -41.0% |
| 1Y | -45.7% | +20.2% | -65.9% | -46.9% |
| 3Y | +119.0% | +879.4% | -760.4% | +78.7% |
| 5Y | -32.2% | +415.3% | -447.5% | -44.0% |
| All | +26.4% | +591.9% | -565.5% | +14.2% |
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