+16.4%
SOFI vs B
+154.3%
-137.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.7% |
| 7D | +5.6% | +2.3% | +3.3% | +4.8% |
| 30D | -2.0% | +1.4% | -3.4% | -2.5% |
| 3M | +9.2% | +12.2% | -3.0% | +4.7% |
| 6M | -4.7% | -2.1% | -2.6% | -5.0% |
| YTD | -31.2% | +2.9% | -34.1% | -33.0% |
| 1Y | -30.6% | +55.3% | -85.9% | -41.0% |
| 3Y | +110.6% | +198.7% | -88.0% | +42.0% |
| 5Y | +16.4% | +153.8% | -137.4% | -20.9% |
| All | +16.4% | +154.3% | -137.9% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling