+42.0%
SOFI vs ATI
+1,056.3%
-1,014.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.7% |
| 7D | -4.9% | -5.6% | +0.7% | -2.7% |
| 30D | -3.5% | -13.7% | +10.3% | +2.4% |
| 3M | +3.9% | -0.4% | +4.3% | +3.5% |
| 6M | -6.5% | +26.2% | -32.8% | -15.9% |
| YTD | -33.8% | +73.2% | -107.0% | -48.1% |
| 1Y | -33.3% | +161.6% | -194.9% | -55.7% |
| 3Y | +94.6% | +346.2% | -251.6% | +1.7% |
| 5Y | +13.3% | +1,047.6% | -1,034.4% | -49.5% |
| All | +42.0% | +1,056.3% | -1,014.3% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 10y: compounded portfolio wealth divided by compounded ATI 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…
10y analysis · Full analysis span regression · 6 months rolling