+42.0%
SOFI vs AME
+107.0%
-65.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.6% | -2.5% |
| 7D | -4.9% | +1.7% | -6.7% | -6.6% |
| 30D | -3.5% | -6.4% | +3.0% | +2.7% |
| 3M | +3.9% | +7.1% | -3.2% | -3.1% |
| 6M | -6.5% | +8.2% | -14.7% | -14.3% |
| YTD | -33.8% | +18.2% | -52.0% | -45.1% |
| 1Y | -33.3% | +26.7% | -60.0% | -48.8% |
| 3Y | +94.6% | +60.7% | +33.9% | +20.9% |
| 5Y | +13.3% | +91.6% | -78.3% | -41.9% |
| All | +42.0% | +107.0% | -65.0% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling