+28.1%
SOFI vs D
+15.5%
+12.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.1% | -3.8% |
| 7D | -2.6% | -3.1% | +0.5% | -2.1% |
| 30D | +2.6% | +8.4% | -5.8% | +1.3% |
| 3M | -12.9% | +0.2% | -13.1% | -12.9% |
| 6M | -1.7% | +9.5% | -11.2% | -3.4% |
| YTD | -40.3% | +18.8% | -59.1% | -42.3% |
| 1Y | -51.5% | +14.7% | -66.2% | -52.8% |
| 3Y | +125.2% | +72.9% | +52.3% | +100.2% |
| 5Y | -31.3% | +13.1% | -44.4% | -35.1% |
| All | +28.1% | +15.5% | +12.6% | +15.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling