-28.2%
SOFI vs ARM
+92.2%
-120.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.5% | -2.6% |
| 7D | +0.9% | +5.5% | -4.6% | -0.5% |
| 30D | -0.2% | -8.2% | +8.0% | +1.8% |
| 3M | +6.2% | -35.9% | +42.2% | +15.7% |
| 6M | -2.6% | +103.1% | -105.7% | -26.5% |
| YTD | -30.4% | +130.6% | -161.0% | -50.2% |
| 1Y | -28.2% | +86.1% | -114.3% | -35.8% |
| All | -28.2% | +92.2% | -120.4% | -35.8% |
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