+28.1%
SOFI vs AR
+595.0%
-566.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.3% | -5.2% | -4.2% |
| 7D | -2.6% | +6.4% | -9.0% | -3.7% |
| 30D | +2.6% | +3.1% | -0.6% | +1.7% |
| 3M | -12.9% | +3.3% | -16.2% | -13.9% |
| 6M | -1.7% | +6.6% | -8.2% | -3.9% |
| YTD | -40.3% | +12.3% | -52.6% | -42.9% |
| 1Y | -51.5% | +12.3% | -63.8% | -53.7% |
| 3Y | +125.2% | +50.4% | +74.8% | +105.0% |
| 5Y | -31.3% | +101.0% | -132.3% | -37.6% |
| All | +28.1% | +595.0% | -566.9% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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