-51.5%
SOFI vs AR
+10.2%
-61.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.3% | -5.2% | -3.7% |
| 7D | -2.6% | +6.4% | -9.0% | -1.6% |
| 30D | +2.6% | +3.1% | -0.6% | +3.2% |
| 3M | -12.9% | +3.3% | -16.2% | -12.2% |
| 6M | -1.7% | +6.6% | -8.2% | +0.3% |
| YTD | -40.3% | +12.3% | -52.6% | -39.8% |
| 1Y | -51.5% | +12.3% | -63.8% | -51.2% |
| All | -51.5% | +10.2% | -61.6% | -51.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling