+135.7%
SOFI vs AS
+120.4%
+15.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.6% | -5.1% | -3.0% |
| 7D | +0.9% | -4.9% | +5.8% | +2.9% |
| 30D | -0.2% | -19.6% | +19.4% | +9.0% |
| 3M | +6.2% | -14.4% | +20.6% | +12.5% |
| 6M | -2.6% | -20.1% | +17.6% | +5.5% |
| YTD | -30.4% | -20.9% | -9.5% | -24.6% |
| 1Y | -28.2% | -21.9% | -6.4% | -22.4% |
| All | +135.7% | +120.4% | +15.3% | +84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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