+110.6%
SOFI vs AR
+44.7%
+66.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -0.9% |
| 7D | +5.6% | -1.8% | +7.5% | +6.3% |
| 30D | -2.0% | +12.6% | -14.6% | -6.3% |
| 3M | +9.2% | +10.0% | -0.9% | +4.4% |
| 6M | -4.7% | +0.6% | -5.4% | -6.8% |
| YTD | -31.2% | +13.4% | -44.6% | -36.8% |
| 1Y | -30.6% | +21.7% | -52.3% | -39.0% |
| 3Y | +110.6% | +45.8% | +64.8% | +79.9% |
| All | +110.6% | +44.7% | +66.0% | +79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling