-40.8%
SOFI vs B
+27.8%
-68.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.3% | -4.7% | -0.3% |
| 7D | +1.4% | +1.1% | +0.3% | +0.7% |
| 30D | +9.2% | +0.3% | +8.8% | +8.9% |
| 3M | -7.1% | +5.4% | -12.5% | -9.7% |
| 6M | +7.3% | +5.5% | +1.8% | +3.6% |
| YTD | -33.6% | -6.3% | -27.3% | -37.3% |
| 1Y | -40.8% | +29.4% | -70.2% | -61.6% |
| All | -40.8% | +27.8% | -68.6% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 1y: compounded portfolio wealth divided by compounded B 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…
1y analysis · Full analysis span regression · 6 months rolling