+42.0%
SOFI vs B
+119.2%
-77.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.1% | -4.9% | -4.2% |
| 7D | -2.9% | +1.0% | -3.9% | -3.2% |
| 30D | -4.4% | +9.5% | -13.9% | -7.2% |
| 3M | +5.2% | +14.3% | -9.1% | +0.3% |
| 6M | -7.8% | -1.9% | -5.9% | -8.1% |
| YTD | -33.8% | +4.1% | -37.9% | -35.7% |
| 1Y | -33.3% | +56.1% | -89.4% | -43.4% |
| 3Y | +102.7% | +202.0% | -99.3% | +36.2% |
| 5Y | +10.5% | +158.8% | -148.4% | -24.5% |
| All | +42.0% | +119.2% | -77.1% | +52.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling