+15.4%
SOFI vs ALNY
+30.5%
-15.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.2% | +0.5% |
| 7D | -4.9% | -6.5% | +1.6% | -2.7% |
| 30D | -3.5% | +11.0% | -14.5% | -7.1% |
| 3M | +3.9% | -14.1% | +18.0% | +5.5% |
| 6M | -6.5% | -22.4% | +15.9% | -1.7% |
| YTD | -33.8% | -37.5% | +3.6% | -24.5% |
| 1Y | -33.3% | -46.9% | +13.6% | -18.8% |
| 3Y | +94.6% | +22.1% | +72.5% | +54.7% |
| All | +15.4% | +30.5% | -15.1% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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