+49.3%
SOFI vs AR
+607.5%
-558.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | +0.9% | +2.5% | -1.6% | +0.3% |
| 30D | -0.2% | +14.8% | -15.0% | -3.0% |
| 3M | +6.2% | +6.2% | 0.0% | +4.4% |
| 6M | -2.6% | +4.3% | -6.9% | -4.4% |
| YTD | -30.4% | +14.4% | -44.8% | -33.4% |
| 1Y | -28.2% | +21.3% | -49.5% | -32.4% |
| 3Y | +107.3% | +39.8% | +67.5% | +91.0% |
| 5Y | +20.2% | +142.1% | -121.9% | +8.5% |
| All | +49.3% | +607.5% | -558.2% | +126.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling