+28.1%
SOFI vs B
+86.0%
-57.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.1% | -0.8% | -2.8% |
| 7D | -2.6% | -6.2% | +3.6% | -0.4% |
| 30D | +2.6% | -6.6% | +9.2% | +5.0% |
| 3M | -12.9% | -7.9% | -5.0% | -10.4% |
| 6M | -1.7% | -16.8% | +15.1% | +4.0% |
| YTD | -40.3% | -11.7% | -28.6% | -38.8% |
| 1Y | -51.5% | +3.5% | -55.0% | -52.8% |
| 3Y | +125.2% | +165.7% | -40.5% | +58.6% |
| 5Y | -31.3% | +108.4% | -139.7% | -49.9% |
| All | +28.1% | +86.0% | -57.9% | +45.5% |
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