+42.0%
SOFI vs AU
+401.1%
-359.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -4.9% | -4.3% | -0.7% | -4.1% |
| 30D | -3.5% | +7.3% | -10.8% | -4.8% |
| 3M | +3.9% | +26.3% | -22.4% | -0.9% |
| 6M | -6.5% | +1.8% | -8.3% | -7.9% |
| YTD | -33.8% | +26.8% | -60.7% | -37.8% |
| 1Y | -33.3% | +66.7% | -100.0% | -40.4% |
| 3Y | +94.6% | +579.1% | -484.5% | +26.1% |
| 5Y | +13.3% | +689.3% | -676.1% | -26.4% |
| All | +42.0% | +401.1% | -359.2% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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