+85.1%
SOFI vs ARM
+232.1%
-147.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +6.7% | -3.4% | +1.5% |
| 7D | +0.9% | -5.3% | +6.2% | +2.2% |
| 30D | +6.0% | -30.0% | +36.0% | +16.4% |
| 3M | -8.9% | -34.1% | +25.2% | +0.2% |
| 6M | +6.3% | -12.6% | +19.0% | +4.5% |
| YTD | -36.0% | +70.4% | -106.5% | -49.9% |
| 1Y | -40.6% | +22.3% | -62.9% | -48.6% |
| 3Y | +144.5% | +261.2% | -116.7% | +30.7% |
| All | +85.1% | +232.1% | -147.0% | +7.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling