-28.2%
SOFI vs B
+70.0%
-98.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.7% |
| 7D | +0.9% | -1.6% | +2.5% | +1.6% |
| 30D | -0.2% | +9.4% | -9.6% | -3.7% |
| 3M | +6.2% | +5.0% | +1.3% | +3.5% |
| 6M | -2.6% | -3.5% | +1.0% | -3.1% |
| YTD | -30.4% | +4.5% | -34.9% | -33.8% |
| 1Y | -28.2% | +67.8% | -96.0% | -44.0% |
| All | -28.2% | +70.0% | -98.2% | -44.0% |
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