+42.0%
SOFI vs AZO
+143.1%
-101.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -4.9% | -3.6% | -1.4% | -4.4% |
| 30D | -3.5% | -5.6% | +2.1% | -2.7% |
| 3M | +3.9% | -6.6% | +10.5% | +4.7% |
| 6M | -6.5% | -22.5% | +16.0% | -2.8% |
| YTD | -33.8% | -15.2% | -18.7% | -32.5% |
| 1Y | -33.3% | -33.9% | +0.7% | -28.6% |
| 3Y | +94.6% | +11.8% | +82.8% | +76.8% |
| 5Y | +13.3% | +85.5% | -72.3% | -8.8% |
| All | +42.0% | +143.1% | -101.1% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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