+119.0%
SOFI vs COMP
+423.6%
-304.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.9% |
| 7D | -4.9% | 0.0% | -4.9% | -5.0% |
| 30D | +8.4% | +16.6% | -8.1% | +2.5% |
| 3M | -16.3% | -23.5% | +7.2% | -9.4% |
| 6M | +0.7% | +25.7% | -25.0% | -8.4% |
| YTD | -41.1% | -3.4% | -37.7% | -42.8% |
| 1Y | -45.7% | +7.6% | -53.3% | -49.1% |
| 3Y | +119.0% | +423.6% | -304.6% | +0.2% |
| All | +119.0% | +423.6% | -304.6% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling