+41.1%
SOFI vs D
+11.3%
+29.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -7.0% | -1.6% | -5.4% | -6.8% |
| 30D | -4.3% | -3.5% | -0.8% | -3.8% |
| 3M | +8.4% | -1.6% | +10.0% | +8.6% |
| 6M | -5.9% | +5.8% | -11.7% | -7.1% |
| YTD | -34.3% | +14.5% | -48.7% | -36.1% |
| 1Y | -32.6% | +14.2% | -46.7% | -34.5% |
| 3Y | +101.3% | +59.0% | +42.3% | +80.7% |
| 5Y | +12.6% | +5.4% | +7.2% | +3.4% |
| All | +41.1% | +11.3% | +29.7% | +27.8% |
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