+42.0%
SOFI vs ALNY
+90.3%
-48.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.2% | +0.5% |
| 7D | -4.9% | -6.5% | +1.6% | -2.5% |
| 30D | -3.5% | +11.0% | -14.5% | -7.4% |
| 3M | +3.9% | -14.1% | +18.0% | +5.6% |
| 6M | -6.5% | -22.4% | +15.9% | -1.4% |
| YTD | -33.8% | -37.5% | +3.6% | -23.8% |
| 1Y | -33.3% | -46.9% | +13.6% | -17.8% |
| 3Y | +94.6% | +22.1% | +72.5% | +51.5% |
| 5Y | +13.3% | +31.2% | -17.9% | -24.2% |
| All | +42.0% | +90.3% | -48.3% | -40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling