-32.6%
SOFI vs AR
+22.8%
-55.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -7.0% | -1.3% | -5.7% | -7.0% |
| 30D | -4.3% | +3.5% | -7.8% | -4.2% |
| 3M | +8.4% | +9.9% | -1.5% | +8.8% |
| 6M | -5.9% | +4.5% | -10.4% | -6.5% |
| YTD | -34.3% | +13.7% | -47.9% | -35.9% |
| 1Y | -32.6% | +19.2% | -51.8% | -36.5% |
| All | -32.6% | +22.8% | -55.4% | -36.5% |
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