-6.1%
SOFI vs COMP
-52.0%
+45.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.7% | -9.7% | -2.8% |
| 7D | -3.3% | +13.4% | -16.7% | -7.8% |
| 30D | +3.5% | +11.1% | -7.6% | -0.8% |
| 3M | -10.4% | -18.8% | +8.4% | -4.2% |
| 6M | -0.6% | +10.5% | -11.0% | -6.1% |
| 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% | +1.3% |
| 5Y | -28.2% | -17.6% | -10.6% | -40.9% |
| All | -6.1% | -52.0% | +45.8% | -9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling