-33.3%
SOFI vs ARM
+89.9%
-123.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.0% | -4.8% | -4.0% |
| 7D | -2.9% | +12.5% | -15.4% | -5.8% |
| 30D | -4.4% | -1.4% | -3.0% | -4.2% |
| 3M | +5.2% | -18.7% | +23.9% | +8.2% |
| 6M | -7.8% | +124.6% | -132.4% | -32.7% |
| YTD | -33.8% | +141.7% | -175.5% | -53.2% |
| 1Y | -33.3% | +87.7% | -120.9% | -42.2% |
| All | -33.3% | +89.9% | -123.2% | -42.2% |
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