+33.4%
SOFI vs AR
+586.0%
-552.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.2% | -0.9% |
| 7D | -6.4% | +2.1% | -8.5% | -6.7% |
| 30D | +6.8% | +4.5% | +2.3% | +5.7% |
| 3M | -9.5% | +1.0% | -10.5% | -10.1% |
| 6M | +0.1% | +4.4% | -4.4% | -1.8% |
| YTD | -37.9% | +10.9% | -48.7% | -40.4% |
| 1Y | -47.4% | +8.6% | -56.0% | -49.5% |
| 3Y | +134.4% | +48.5% | +85.9% | +113.9% |
| 5Y | -29.2% | +95.7% | -124.9% | -35.4% |
| All | +33.4% | +586.0% | -552.6% | +102.7% |
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