-28.7%
SOFI vs COMP
-17.6%
-11.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.7% | -9.7% | -2.8% |
| 7D | -3.3% | +13.4% | -16.7% | -7.9% |
| 30D | +3.5% | +11.1% | -7.6% | -0.9% |
| 3M | -10.4% | -18.8% | +8.4% | -4.2% |
| 6M | -0.6% | +10.5% | -11.0% | -6.2% |
| YTD | -38.1% | -3.4% | -34.7% | -40.4% |
| 1Y | -40.3% | +19.7% | -60.0% | -46.9% |
| 3Y | +116.4% | +381.6% | -265.2% | +0.6% |
| All | -28.7% | -17.6% | -11.1% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling