+99.0%
SOFI vs ARM
+366.2%
-267.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.7% | -4.9% | -2.2% |
| 7D | +5.6% | +11.4% | -5.7% | +2.4% |
| 30D | -2.0% | -7.4% | +5.4% | 0.0% |
| 3M | +9.2% | -24.5% | +33.6% | +15.7% |
| 6M | -4.7% | +128.7% | -133.4% | -29.6% |
| YTD | -31.2% | +139.3% | -170.5% | -50.0% |
| 1Y | -30.6% | +88.0% | -118.6% | -45.9% |
| All | +99.0% | +366.2% | -267.2% | +7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling