+70.4%
SOFI vs ARM
+239.6%
-169.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.3% | -0.1% |
| 7D | -4.9% | +9.1% | -14.0% | -7.4% |
| 30D | +8.4% | -19.9% | +28.4% | +14.4% |
| 3M | -16.3% | -31.6% | +15.3% | -9.1% |
| 6M | +0.7% | -13.9% | +14.6% | -0.8% |
| YTD | -41.1% | +74.3% | -115.4% | -54.3% |
| 1Y | -45.7% | +35.8% | -81.5% | -54.5% |
| 3Y | +119.0% | +268.6% | -149.6% | +16.2% |
| All | +70.4% | +239.6% | -169.2% | -1.8% |
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 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