-31.3%
SOFI vs ARWR
-38.4%
+7.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.5% | +0.5% | -2.5% |
| 7D | -2.6% | -17.9% | +15.4% | +3.2% |
| 30D | +2.6% | -18.9% | +21.4% | +9.1% |
| 3M | -12.9% | -46.0% | +33.1% | +5.4% |
| 6M | -1.7% | -40.3% | +38.6% | +13.5% |
| YTD | -40.3% | -29.0% | -11.3% | -36.2% |
| 1Y | -51.5% | +13.8% | -65.3% | -57.2% |
| 3Y | +125.2% | +74.9% | +50.3% | +43.1% |
| 5Y | -31.3% | -36.2% | +4.9% | -36.8% |
| All | -31.3% | -38.4% | +7.0% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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