-40.8%
SOFI vs D
+23.9%
-64.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.4% | -0.8% | +4.2% |
| 7D | +1.4% | +8.5% | -7.1% | +2.6% |
| 30D | +9.2% | +14.3% | -5.1% | +11.3% |
| 3M | -7.1% | +1.8% | -8.8% | -7.0% |
| 6M | +7.3% | +13.0% | -5.8% | +8.2% |
| YTD | -33.6% | +22.7% | -56.4% | -31.8% |
| 1Y | -40.8% | +22.6% | -63.4% | -39.4% |
| All | -40.8% | +23.9% | -64.7% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling