+26.4%
SOFI vs B
+84.8%
-58.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.7% | -1.1% |
| 7D | -4.9% | -7.3% | +2.4% | -2.3% |
| 30D | +8.4% | -3.3% | +11.8% | +9.7% |
| 3M | -16.3% | -7.8% | -8.6% | -13.9% |
| 6M | +0.7% | -15.5% | +16.3% | +6.1% |
| YTD | -41.1% | -12.3% | -28.8% | -39.4% |
| 1Y | -45.7% | +5.4% | -51.1% | -47.5% |
| 3Y | +119.0% | +165.5% | -46.5% | +54.3% |
| 5Y | -32.2% | +107.0% | -139.3% | -50.4% |
| All | +26.4% | +84.8% | -58.4% | +43.9% |
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