+112.6%
SOFI vs COMP
+225.1%
-112.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | +0.9% | +1.4% | -0.5% | +0.5% |
| 30D | -0.2% | -13.3% | +13.2% | +4.4% |
| 3M | +6.2% | +41.1% | -34.9% | -5.6% |
| 6M | -2.6% | +17.2% | -19.7% | -9.9% |
| YTD | -30.4% | +5.2% | -35.6% | -33.7% |
| 1Y | -28.2% | +18.9% | -47.1% | -35.0% |
| All | +112.6% | +225.1% | -112.5% | +17.3% |
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