-32.1%
SOFI vs B
+55.2%
-87.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.1% | -4.9% | -4.2% |
| 7D | -2.9% | +1.0% | -3.9% | -3.3% |
| 30D | -4.4% | +9.5% | -13.9% | -7.7% |
| 3M | +5.2% | +14.3% | -9.1% | -0.8% |
| 6M | -7.8% | -1.9% | -5.9% | -8.8% |
| YTD | -33.8% | +4.1% | -37.9% | -37.0% |
| All | -32.1% | +55.2% | -87.2% | -44.4% |
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