-32.7%
SOFI vs AXON
+83.1%
-115.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -4.1% | -2.6% |
| 7D | -4.9% | +0.8% | -5.6% | -5.4% |
| 30D | +8.4% | -22.8% | +31.2% | +21.0% |
| 3M | -16.3% | -48.8% | +32.4% | +13.4% |
| 6M | +0.7% | -16.3% | +17.0% | +2.5% |
| YTD | -41.1% | -44.5% | +3.4% | -28.1% |
| 1Y | -45.7% | -43.4% | -2.3% | -34.3% |
| 3Y | +119.0% | +44.3% | +74.8% | +30.7% |
| All | -32.7% | +83.1% | -115.9% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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