-45.7%
SOFI vs ARM
+29.6%
-75.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.3% | -0.3% |
| 7D | -4.9% | +9.1% | -14.0% | -6.9% |
| 30D | +8.4% | -19.9% | +28.4% | +13.3% |
| 3M | -16.3% | -31.6% | +15.3% | -10.5% |
| 6M | +0.7% | -13.9% | +14.6% | -0.1% |
| YTD | -41.1% | +74.3% | -115.4% | -54.5% |
| 1Y | -45.7% | +35.8% | -81.5% | -50.7% |
| All | -45.7% | +29.6% | -75.3% | -50.7% |
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