-40.8%
SOFI vs ARM
+18.4%
-59.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -5.3% | +8.9% | +4.8% |
| 7D | +1.4% | -18.7% | +20.1% | +6.1% |
| 30D | +9.2% | -36.7% | +45.8% | +20.5% |
| 3M | -7.1% | -31.6% | +24.6% | -0.2% |
| 6M | +7.3% | -5.6% | +12.9% | +3.3% |
| YTD | -33.6% | +75.5% | -109.1% | -50.9% |
| 1Y | -40.8% | +19.3% | -60.2% | -34.5% |
| All | -40.8% | +18.4% | -59.2% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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