+4.3%
SOFI vs COMP
-49.4%
+53.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.2% | 0.0% |
| 7D | +5.6% | +4.1% | +1.6% | +4.1% |
| 30D | -2.0% | -14.5% | +12.5% | +3.6% |
| 3M | +9.2% | +41.8% | -32.7% | -4.7% |
| 6M | -4.7% | +23.6% | -28.3% | -14.8% |
| YTD | -31.2% | +1.7% | -32.9% | -34.5% |
| 1Y | -30.6% | +12.6% | -43.2% | -37.2% |
| 3Y | +110.6% | +221.9% | -111.2% | +14.4% |
| 5Y | +16.4% | -28.1% | +44.6% | +2.4% |
| All | +4.3% | -49.4% | +53.7% | -0.4% |
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