-0.6%
SOFI vs AXP
+0.9%
-1.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +2.3% |
| 7D | -3.3% | +0.6% | -3.9% | -3.7% |
| 30D | +3.5% | +5.8% | -2.3% | -2.5% |
| 3M | -10.4% | -6.0% | -4.4% | -4.1% |
| 6M | -0.6% | +0.3% | -0.9% | -3.0% |
| All | -0.6% | +0.9% | -1.4% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 6mo: compounded portfolio wealth divided by compounded AXP 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…
6mo analysis · Full analysis span regression · 6 months rolling