-1.7%
SOFI vs B
-17.7%
+16.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.1% | -0.8% | -2.2% |
| 7D | -2.6% | -6.2% | +3.6% | +0.9% |
| 30D | +2.6% | -6.6% | +9.2% | +6.3% |
| 3M | -12.9% | -7.9% | -5.0% | -8.8% |
| 6M | -1.7% | -16.8% | +15.1% | +10.1% |
| All | -1.7% | -17.7% | +16.0% | +10.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling