+49.3%
SOFI vs ARWR
+13.5%
+35.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +0.9% | +1.7% | -0.8% | +0.3% |
| 30D | -0.2% | -0.7% | +0.5% | +0.1% |
| 3M | +6.2% | +14.9% | -8.6% | +0.1% |
| 6M | -2.6% | +32.6% | -35.2% | -13.3% |
| YTD | -30.4% | +30.0% | -60.5% | -38.5% |
| 1Y | -28.2% | +208.4% | -236.6% | -55.5% |
| 3Y | +107.3% | +208.8% | -101.5% | +9.9% |
| 5Y | +20.2% | +27.8% | -7.6% | -13.0% |
| All | +49.3% | +13.5% | +35.8% | -7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling