+49.3%
SOFI vs ARMK
+118.6%
-69.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.0% |
| 7D | +0.9% | -2.4% | +3.3% | +2.4% |
| 30D | -0.2% | 0.0% | -0.2% | -0.6% |
| 3M | +6.2% | +6.7% | -0.4% | +1.5% |
| 6M | -2.6% | +38.8% | -41.4% | -21.9% |
| YTD | -30.4% | +55.2% | -85.6% | -48.5% |
| 1Y | -28.2% | +46.6% | -74.8% | -45.1% |
| 3Y | +107.3% | +112.9% | -5.6% | +21.2% |
| 5Y | +20.2% | +144.0% | -123.8% | -34.5% |
| All | +49.3% | +118.6% | -69.2% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 all: compounded portfolio wealth divided by compounded ARMK 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…
all analysis · Full analysis span regression · 6 months rolling