-3.0%
SOFI vs COMP
-49.2%
+46.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.7% | -2.3% | +1.3% |
| 7D | +0.9% | +14.5% | -13.6% | -4.1% |
| 30D | +6.0% | +14.9% | -8.9% | +0.3% |
| 3M | -8.9% | -14.2% | +5.4% | -4.5% |
| 6M | +6.3% | +23.7% | -17.4% | -3.6% |
| YTD | -36.0% | +2.1% | -38.1% | -39.6% |
| 1Y | -40.6% | +26.2% | -66.8% | -48.2% |
| 3Y | +144.5% | +470.9% | -326.4% | +7.3% |
| 5Y | -24.3% | -14.0% | -10.3% | -38.8% |
| All | -3.0% | -49.2% | +46.2% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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