+47.6%
SOFI vs AME
+103.5%
-55.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +5.6% | +2.8% | +2.8% | +2.9% |
| 30D | -2.0% | -6.3% | +4.3% | +4.1% |
| 3M | +9.2% | +5.4% | +3.8% | +3.5% |
| 6M | -4.7% | +7.4% | -12.1% | -12.1% |
| YTD | -31.2% | +16.2% | -47.4% | -41.9% |
| 1Y | -30.6% | +26.8% | -57.4% | -46.9% |
| 3Y | +110.6% | +57.5% | +53.1% | +33.4% |
| 5Y | +16.4% | +84.8% | -68.4% | -39.0% |
| All | +47.6% | +103.5% | -55.8% | -27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling