+10.5%
SOFI vs AR
+148.2%
-137.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.1% | -3.9% | -3.8% |
| 7D | -2.9% | -1.2% | -1.7% | -2.6% |
| 30D | -4.4% | +5.5% | -9.9% | -5.8% |
| 3M | +5.2% | +12.9% | -7.6% | +1.2% |
| 6M | -7.8% | +0.1% | -7.8% | -9.0% |
| YTD | -33.8% | +13.5% | -47.3% | -37.3% |
| 1Y | -33.3% | +21.6% | -54.8% | -38.3% |
| 3Y | +102.7% | +46.0% | +56.7% | +80.2% |
| 5Y | +10.5% | +143.7% | -133.3% | -9.8% |
| All | +10.5% | +148.2% | -137.8% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling